Carte Mathematical models in finance Emerson Tadeu Gonçalves Rici

Mathematical models in finance

Historical Evolution and Empirical Tests. DE

Limbă: engleză
Legare: Carte broșată
Editura: OmniScriptum
Disponibilitate: În depozitul extern
Expediem în 8-11 zile
263.18 lei
Study that addresses the historical evolution of the use of Normal Distribution in Finance, analyzes...

Informații despre carte

Limbă
engleză
Legare
Carte - Carte broșată
Publicat
2023
Pagini
84
EAN
9786205819807
Enbook ID
43133004
Editura
Greutate
143
Dimensiuni
150 x 220

Descriere completă

Study that addresses the historical evolution of the use of Normal Distribution in Finance, analyzes the models in use and points out opportunities for improvement given the technological advances and the need to use new assumptions in mathematical modeling for finance. This book makes a historical review of the first recorded use of Normal Curve and also presents a case study with the IBOVESPA in a period of 20 years, resulting in distributions different from the Normal, as expected.

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