Stokhasticheskie Modeli Protsentnykh Stavok: Stokhasticheskie Protsentnye Stavki - Gennadiy Medvedev - Books - LAP LAMBERT Academic Publishing - 9783844357363 - July 7, 2011
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Gennadiy Medvedev
Stokhasticheskie Modeli Protsentnykh Stavok: Stokhasticheskie Protsentnye Stavki Russian edition

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Zadachi sovremennoy finansovoy ekonomiki trebuyutispol'zovaniya matematicheskikh metodov pri opisaniiprotsessov izmeneniya rynochnykh pokazateley iformirovaniya optimal'noy deyatel'nosti uchastnikovfinansovogo rynka. Kniga posvyashchena izucheniyu vazhnogoklassa stokhasticheskikh protsessov s nepreryvnymvremenem ? diffuzionnykh protsessov i ikh primeneniyu dlyaopisaniya i analiza dinamicheskikh modeley finansovoyekonomiki. V nashe vremya bol'shinstvo izvestnykhmatematicheskikh modeley izmeneniya pokazateleyfinansovogo rynka ispol'zuet imenno apparatdiffuzionnykh protsessov. Eto otnositsya k protsentnymstavkam razlichnogo roda, tsenam riskovykh aktivov iobmennym kursam valyut. Osnovnoe vnimanie udelyaetsyavremennym strukturam protsentnykh stavok dokhodnostitsennykh bumag i ikh vzaimootnosheniyu s forvardnymiprotsentnymi stavkami. Dlya spetsialistov, zanimayushchikhsyastokhasticheskim finansovym analizom, aspirantov,magistrov i studentov starshikh kursov matematicheskikh iekonomicheskikh spetsial'nostey universitetov,ekonomicheskikh i tekhnicheskikh vuzov, a takzhespetsialistov, rabotayushchikh v oblasti finansov.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released July 7, 2011
ISBN13 9783844357363
Publishers LAP LAMBERT Academic Publishing
Pages 296
Dimensions 150 × 17 × 225 mm   ·   459 g
Language German  

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