- Tytuł:
-
Chaotyczne reakcje rynków finansowych - aspekt probabilistyczny wyceny i zabezpieczeń płatniczych na rynku kapitałowym
Chaotic Response of the Financial Markets - Probabilistic Aspects of Payment Security Valuation and Capital Market - Autorzy:
- Szkutnik, Włodzimierz
- Powiązania:
- https://bibliotekanauki.pl/articles/588835.pdf
- Data publikacji:
- 2013
- Wydawca:
- Uniwersytet Ekonomiczny w Katowicach
- Tematy:
-
Prawdopodobieństwo
Procesy stochastyczne
Rynek kapitałowy
Rynki finansowe
Strategia inwestycyjna
Capital market
Financial markets
Investment strategy
Probability
Stochastic processes - Opis:
- Considered in developing the financial model of the exemplification of the market refers to the complete markets. Developed the idea not-self-financing the strategy at a fair valuation of the possible options. The appropriate development of this theme is the introduction to the issue of the financial model of incomplete markets and to structure the equity portfolio under the assumption of statistical indeterminacy. The derived formulas in the article is a basic introduction to the analysis of the financial market, but the aspect of perspective on this subject with seemingly very formalized, leading to appraise the relevant hedging approach equivalent security. The following article about the chaotic financial data responsive to capital markets. Examined aspect of distinguishing chaotic and stochastic defined in terms of looking at this problem. Discusses the correlation dimension as an assessment of the degree of chaos in time series data. Attention has been returned to the issue in various applications possible solutions to the tasks for the reconstruction of the evolution operator of futures markets. The basic premise is that any choice of non-linearities without introducing a priori information or special prior studies do not always object to select the successful reconstruction.
- Źródło:
-
Studia Ekonomiczne; 2013, 124; 11-28
2083-8611 - Pojawia się w:
- Studia Ekonomiczne
- Dostawca treści:
- Biblioteka Nauki