Lieferung vor Weihnachten: Noch 2 Tage, 8 Stunden
Bookbot

Emerson Tadeu Gonçalves Rici

    Modelos matemáticos en finanzas
    Mathematical models in finance
    • Mathematical models in finance

      Historical Evolution and Empirical Tests

      • 84 Seiten
      • 3 Lesestunden

      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.

      Mathematical models in finance
    • Este libro examina la evolución histórica de la Distribución Normal en Finanzas, analiza modelos actuales y propone mejoras basadas en avances tecnológicos. Incluye una revisión del primer uso de la Curva Normal y un estudio de caso del IBOVESPA durante 20 años, revelando distribuciones distintas a la Normal.

      Modelos matemáticos en finanzas