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The mathematical theory of stock market

Autor Vyacheslav Malykhin, Karine Nurtazina
en Limba Engleză Paperback – 25 iun 2012
We introduce the axiom of stock market. Let E be a vectur(column) of efficiencies of securities on the market. The axiom: There exist at least two securities with unequal efficiencies, t.e. E is not a constant vector. Then, we determine the meaning of the parameters of the stock market: let V be a matrix of variations of securities on market and c =IV^(-1)I, where I is a vecror(column), whose components are units, then c is numerically equal to the minimum variance of all portfolios. Analogously we explain the informatiмe meaning of rest three parameters a, b, d and perform mathematical analysis of the various tasks of the stock market. Sometimes we used a good mathematician, but in many times it's enough the Lagrange method of conditional extremum.
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Specificații

ISBN-13: 9783659152016
ISBN-10: 3659152013
Pagini: 68
Dimensiuni: 152 x 229 x 4 mm
Greutate: 0.11 kg
Editura: LAP LAMBERT ACADEMIC PUBLISHING AG & CO KG
Colecția LAP Lambert Academic Publishing

Notă biografică

Vyacheslav Malykhin finished MGU in 1972, defended the candidate dissertation in 1976 and PhD dissertation in 1986. Since 1976, Malykhin works in GUU - State University of Managment (Moskow) as a professor.Karine Nurtazina, the candidate of Physical and Mathematical Sciences, the docent of ENU-Euroasian National University (Astana, Kazakhstan).