The mathematical theory of stock market


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  • Product Description

We introduce the axiom of stock market. Let E be a vectur(column) of efficiencies of securities on the market. The axiom: There exist at least two securities with unequal efficiencies, t.e. E is not a constant vector. Then, we determine the meaning of the parameters of the stock market: let V be a matrix of variations of securities on market and c =IV^(-1)I, where I is a vecror(column), whose components are units, then c is numerically equal to the minimum variance of all portfolios. Analogously we explain the informati?e meaning of rest three parameters a, b, d and perform mathematical analysis of the various tasks of the stock market. Sometimes we used a good mathematician, but in many times it's enough the Lagrange method of conditional extremum.

Product Specifications
SKU :COC24704
AuthorVyacheslav Malykhin and Karine Nurtazina
Number of Pages68
Publishing Year6/23/2012
Edition1 st
Book TypeMathematics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-28 00:00:00
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