Mathematical Methods and Models of Optimization and Control in the Formation of a Bonds Portfolio in the Derivatives Market
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The article presents a set of methods and models of the mathematical foundations of management based on the basic concepts of functional analysis and generalized functions, as well as martingale methods in boundary crossing problems by Brownian motion, aimed at studying and studying optimization processes in managing the effectiveness of the stock and bond portfolio on the valuable market securities (derivatives).
2005 ◽
Vol 64
(1)
◽
pp. 21-28
2014 ◽
Vol 29
(4)
◽
pp. 635-652
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