Comportamiento del precio de las acciones en colombia un enfoque de la caminata aleatoria


Authors

  • Eduardo Arturo Cruz T.
  • Pedro Daniel Medina V.
  • Cesar Zapata Urquijo

DOI:

https://doi.org/10.22517/23447214.1777

Abstract

Este documento expone una metodología para determinar si el comportamiento de los precios de las acciones calificadas de alta bursatilidad del mercado de valores de Colombia siguen una caminata aleatoria, se utiliza la metodología de movimiento browniano . Los cálculos se desarrollan en hoja electrónica Excel, apoyándose en los complementos de Cristal Ball para la simulación Montecarlo.

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Published

2010-04-30

How to Cite

Cruz T., E. A., Medina V., P. D., & Zapata Urquijo, C. (2010). Comportamiento del precio de las acciones en colombia un enfoque de la caminata aleatoria. Scientia Et Technica, 1(44), 84–89. https://doi.org/10.22517/23447214.1777

Issue

Vol. 1 No. 44 (2010)

Section

Industrial

License

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