Zobrazeno 1 - 10
of 34
pro vyhledávání: '"Vasile Brătian"'
Autor:
Vasile BRĂTIAN
Publikováno v:
Expert Journal of Economics, Vol 7, Iss 2, Pp 59-65 (2019)
This paper discusses how to obtain the Black-Scholes equation to evaluate options and how to obtain explicit solutions for Call and Put. The Black-Scholes equation, which is the basis for determining explicit solutions for Call and Put, is a rather s
Externí odkaz:
https://doaj.org/article/28f422c2ad314135869dcc7e83ec407d
Publikováno v:
Mathematics, Vol 10, Iss 3, p 309 (2022)
The present article proposes a methodology for modeling the evolution of stock market indexes for 2020 using geometric Brownian motion (GBM), but in which drift and diffusion are determined considering two states of economic conjunctures (states of t
Externí odkaz:
https://doaj.org/article/c7b87628726841ceb91eaf37901c787a
Autor:
Vasile BRĂTIAN
Publikováno v:
Expert Journal of Economics, Vol 6, Iss 2, Pp 35-43 (2018)
In the present paper, there are presented, theoretical and applicative, two issues: the evaluation of the European options using the Monte Carlo method and the measurement of the entropy of information for the price of the underlying asset of the opt
Externí odkaz:
https://doaj.org/article/921fee258a63401d82e011ff04dad64f
Portfolio Optimization. Application of the Markowitz Model Using Lagrange and Profitability Forecast
Autor:
Vasile BRĂTIAN
Publikováno v:
Expert Journal of Economics, Vol 6, Iss 1, Pp 26-34 (2018)
This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the determination of the structure of the efficient securities portfolio. In this sense, in order to determine the structure of the efficient Markowitz portfol
Externí odkaz:
https://doaj.org/article/7caccd70c97d4fc9a6cd950aa27c3492
Publikováno v:
Mathematics, Vol 9, Iss 22, p 2983 (2021)
In this article, we propose a test of the dynamics of stock market indexes typical of the US and EU capital markets in order to determine which of the two fundamental hypotheses, efficient market hypothesis (EMH) or fractal market hypothesis (FMH), b
Externí odkaz:
https://doaj.org/article/ad6e754a33394e229605d0b22c9695ca
Autor:
Emil Dinga, Camelia Oprean-Stan, Cristina-Roxana Tănăsescu, Vasile Brătian, Gabriela-Mariana Ionescu
Publikováno v:
Entropy, Vol 23, Iss 11, p 1396 (2021)
The most known and used abstract model of the financial market is based on the concept of the informational efficiency (EMH) of that market. The paper proposes an alternative which could be named the behavioural efficiency of the financial market, wh
Externí odkaz:
https://doaj.org/article/1a07ae72907f4851a7fdd291660f6a1e
Publikováno v:
International Journal of Economics and Financial Issues, Vol 7, Iss 5, Pp 307-316 (2017)
The paper presents, theoretically and practically, the evaluation of the stock quote using the stochastic technique, market efficiency and the technical analysis, and the object of the study is the stock quote of Electrica SA, listed on the Bucharest
Externí odkaz:
https://doaj.org/article/f3881476d91b432e93f84802fe78803f
Publikováno v:
Theoretical and Applied Economics, Vol 01(554), Iss 01(554), Pp 65-74 (2011)
Our paper proposes a critical analysis based on criteria of consistency of the fundamental concepts underlying the comprehensive description of economic process, namely: time, context and causality. Issues of such action taken by us arise from the ex
Externí odkaz:
https://doaj.org/article/83b6e2ff2f9545cdb714f48194147831
