• DocumentCode
    798361
  • Title

    The log normal model of asset prices

  • Author

    Blakey, P.

  • Author_Institution
    Northern Arizona Univ., Flagstaff, AZ, USA
  • Volume
    6
  • Issue
    4
  • fYear
    2005
  • fDate
    12/1/2005 12:00:00 AM
  • Firstpage
    44
  • Lastpage
    48
  • 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;
  • fLanguage
    English
  • Journal_Title
    Microwave Magazine, IEEE
  • Publisher
    ieee
  • ISSN
    1527-3342
  • Type

    jour

  • DOI
    10.1109/MMW.2005.1580325
  • Filename
    1580325