Title :
The log normal model of asset prices
Author_Institution :
Northern Arizona Univ., Flagstaff, AZ, USA
fDate :
12/1/2005 12:00:00 AM
Abstract :
This paper returns to the theme of investment engineering, i.e., the application of system models and mathematical analysis to the task of accumulating financial wealth. A system-level block diagram of a financial asset management account (FAMA) was presented.
Keywords :
financial management; investment; log normal distribution; pricing; asset prices; financial asset management account; financial wealth; investment engineering; log normal model; mathematical analysis; system models; Asset management; Context modeling; Decision making; Fluctuations; Investments; Marketing and sales; Mathematical analysis; Mathematical model; Risk analysis; Uncertainty;
Journal_Title :
Microwave Magazine, IEEE
DOI :
10.1109/MMW.2005.1580325
