%% Convert Between Stock Prices and Returns
% Create a stock price process continuously compounded at 10 percent

S = 100*exp(0.10*[0:19]'); 
    % Create the stock price series

%
% Compute 10 percent returns for reference

R = price2ret(S); % Convert the price series to a 
                  % 10 percent return series

%
% Convert the resulting return series to the original price series, and compare results:

P = ret2price(R, 100); % Convert to the original price
                       % series
[S P]                  % Compare the original and 
                       % computed price series

% Copyright 2015 The MathWorks, Inc.