Quote from jmcgraw:
Do you have any info on brownian motion that I could look at? Is my method "Close enough"?
I think you are "close enough" for this exercise. For your reference, here is a quickie on brownian movement.
http://davis.wpi.edu/~matt/courses/fractals/brownian.html
Do a search on Google with this query string:
+"brownian motion" +"random walk"
And you'll get lots of references. I like this 3D graph here, which represents probability on the Z-axis. This URL talkes about options pricing and how the stdev is expected mean diviation of value, but I really like the chart:
http://finance.wat.ch/cbt/Options/00003720.htm
