MODEL DYNAMICKÉHO FINANČNÍHO TRHU A PŘEDPOKLÁDANÉ PRAVDĚPODOBNOSTNÍ ROZDĚLENÍ

Dynamic Financial Market Model is a meodern liquid financial market model. It considers feedback processes on financial markets which cause an dependence in a probability of next price/yield step direction and also expects mix of random processes as a final result.

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Bibliographic Details
Published inEvropské finanční systémy 2010: Sborník příspěvků z mezinárodní vědecké konference pp. 172 - 176
Main Author Stádník, Bohumil
Format Book Chapter
LanguageCzech
English
Published Czech Republic Masarykova univerzita nakladatelství 2010
Masaryk University Press
Subjects
Evaluation research
Financial Markets
fractal structure
binomial random walk
correction
trends
normal (Gaussian)/ binomical distribution
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Summary:Dynamic Financial Market Model is a meodern liquid financial market model. It considers feedback processes on financial markets which cause an dependence in a probability of next price/yield step direction and also expects mix of random processes as a final result.
ISBN:9788021087026
8021087021