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 nakladatelství
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.

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