Examinando por Materia "Procesos de Markow"
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Publicación Modelos de tiempo continuo para finanzas corporativas(Universidad EAFIT, 2010) Cano Giraldo, Andrés Felipe; Cárcamo Cárcamo, UlisesThis Project is an approach to the study of continuous time models (models based on stochastic calculus and stochastic differential equations)for corporate finance -- In addition to the presentation of two basic models and a theoretical framework for other models, it shows the point of view of some researchers regarding the structural models -- In the first part, requisites for those models, related to stochastic calculus and stochastic differential equations, are presented -- Later some methods for estimating their necessary parameters