Stochastic models of the analysis of financial systems

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The method of the optimum portfolio of securities formation on the basis of Koks-Ross Rubinshtejn formula is offered. A work result is the list of a concrete kind of the risk measure and application of the received measures to concrete securities and the preference formation of one papers to anothers.

Risk measure, stochastic analysis

Короткий адрес: https://sciup.org/148175807

IDR: 148175807

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