Quezada, Guillermo Einar Moreno - In: Revista de Administración, Finanzas y Economía … 2 (2008) 2, pp. 136-149
Risks management nowadays is divided into three great topics: calculation of derivate products, interest rate modelling and the financial and economics risks area. From the works made by Bachelier (1900), financial modeling have involved Brownian motion. This leads us to keep suppositions that...