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Mathematical models in finance
Historical Evolution and Empirical Tests. DE
Language
English
English
Book
Paperback
Study that addresses the historical evolution of the use of Normal Distribution in Finance, analyzes...
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Libristo code: 43133004
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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
Author
Emerson Tadeu Gonçalves Rici
Language
English
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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