Книга: Vyacheslav Malykhin and Karine Nurtazina «The mathematical theory of stock market»
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Производитель: "LAP Lambert Academic Publishing" 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 informati м e 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. ISBN:9783659152016 Издательство: "LAP Lambert Academic Publishing" (2012)
ISBN: 9783659152016 |
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