Visualizing financial concepts in the complex plane

Osborne, Mike (2000) Visualizing financial concepts in the complex plane. Computers in Higher Education Economics Review, 14 (1). pp. 4-8. ISSN 13585363

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Any student of economics and finance is likely to meet complex numbers. For example, they will encounter them when studying the stability of difference equations used in business cycle analysis. This article shows how the complex plane can be put to a new purpose - to give a novel and visual interpretation of two important financial measures, duration and the internal rate of return. Only the most cursory of descriptions of these two concepts is given here because good, orthodox descriptions can be found in any of the many texts on finance or financial economics.

Item Type: Article
Schools and Departments: University of Sussex Business School > Business and Management
Depositing User: Michael Osborne
Date Deposited: 06 Feb 2012 20:40
Last Modified: 06 Jun 2012 14:30
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