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Algunas herramientas matemáticas para la economía y las finanzas: el movimiento Browniano y la integral de Wiener

Author

Listed:
  • Diego Chamorro

    (Laboratoire d’Analyse et de Probabilités, Université d’Evry Val d’Essonne, Paris, Francia)

Abstract

El objetivo de este artículo es mostrar algunos de los aspectos matemáticos que se encuentran detrás de los modelos realizados para describir fenómenos económicos y financieros.Nos concentraremos en particular en las dos herramientas de base que son elmovimiento Browniano y la integral deWiener, ymostraremos algunas de sus principales propiedades y características.

Suggested Citation

  • Diego Chamorro, 2012. "Algunas herramientas matemáticas para la economía y las finanzas: el movimiento Browniano y la integral de Wiener," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 3(1), pages 7-19, Junio.
    • Handle: RePEc:inp:inpana:v:3:y:2012:i:1:p:7-19
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    More about this item

    Keywords

    Movimiento Browniano; integral de Wiener;

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics

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