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Mathematical models in finance

Historical Evolution and Empirical Tests. DE

Language EnglishEnglish
Book Paperback
Book Mathematical models in finance Emerson Tadeu Gonçalves Rici
Libristo code: 43133004
Publishers OmniScriptum, November 2022
Study that addresses the historical evolution of the use of Normal Distribution in Finance, analyzes... Full description
? points 118 b
48.60 €
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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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About the book

Full name Mathematical models in finance
Language English
Binding Book - Paperback
Date of issue 2023
Number of pages 84
EAN 9786205819807
Libristo code 43133004
Publishers OmniScriptum
Weight 143
Dimensions 150 x 220
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