Mathematical models in finance

Historical Evolution and Empirical Tests

Autori

• Emerson Tadeu Gonçalves Rici

Parametri

• 84 pagine
• 3 ore di lettura

• Diritto
• Tematica giuridica

Maggiori informazioni sul libro

Focusing on the historical evolution of Normal Distribution in finance, this study examines existing models and suggests improvements in light of technological advancements. It provides a thorough review of the Normal Curve's initial applications and includes a case study of the IBOVESPA over two decades, revealing distributions that deviate from the expected Normal Distribution. The book emphasizes the need for updated assumptions in financial mathematical modeling.

Lingua: Inglese

Pubblicato: 2023

(In brossura)