EXPECTED PROBABILITY DISTRUBUTIONS OF FINANCIAL MARKET INSTRUMENTS AND EMPIRICAL PROOFS (DYNAMIC FINANCIAL MARKET MODEL) Cover Image

MODEL DYNAMICKÉHO FINANČNÍHO TRHU A PŘEDPOKLÁDANÉ PRAVDĚPODOBNOSTNÍ ROZDĚLENÍ
EXPECTED PROBABILITY DISTRUBUTIONS OF FINANCIAL MARKET INSTRUMENTS AND EMPIRICAL PROOFS (DYNAMIC FINANCIAL MARKET MODEL)

Author(s): Bohumil Stádník
Subject(s): Evaluation research, Financial Markets
Published by: Masarykova univerzita
Keywords: binomial random walk; fractal structure; trends; correction; normal (Gaussian)/ binomical distribution;
Summary/Abstract: 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.

  • Page Range: 172-176
  • Page Count: 5
  • Publication Year: 2010
  • Language: Czech