Mathematical models in finance

Historical Evolution and Empirical Tests

Autor*innen

• Emerson Tadeu Gonçalves Rici

Parameter

• 84 Seiten
• 3 Lesestunden

• Recht
• Rechtsthematik

Mehr zum Buch

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.

• Sprache: Englisch
• Erscheinungsdatum: 2023
• Einband: Paperback