Geometric Brownian
Calculate Geometric Brownian instantly with the exact formula and a worked example.
Geometric Brownian
S₀
μ (drift)
t (yrs)
E[S_t]
105.1271
S₀
100
μ
0,05
t
1
E[S_t]
105,13
More about: Geometric Brownian
What it calculates
The “Geometric Brownian” calculator computes E[S_t] from 3 parameters: s₀, μ (drift), t (yrs).
A core calculation for studying, engineering tasks, and checking solutions.
Example calculation
With parameters S₀ = 100, μ (drift) = 0.05, t (yrs) = 1 the result is 105.13 (E[S_t] = S₀·e^(μ·t)).
How to use
- Enter s₀, μ (drift) and t (yrs) — each field above is adjustable with a slider.
- E[S_t] is calculated automatically as you type.
- Check the worked example below to see the formula applied to real numbers.
- Copy the result or bookmark this calculator.
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FAQ
How is Geometric Brownian calculated?
The Geometric Brownian calculator computes E[S_t] from s₀, μ (drift), t (yrs). Enter your values above and the exact formula is applied instantly; a worked example with real numbers is shown below.
Is the Geometric Brownian calculator free?
Yes. It is completely free, needs no signup, runs entirely in your browser, and sends no data to any server.
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