Математическое моделирование и методы оценивания рисков инвестирования в финансовые активы с высокой волатильностью
Диссертация
Диссертация посвящена исследованию актуальных научных проблем, связанных с оцениванием рискованности инвестирования в финансовые активы, показатели стоимости которых характеризуются высокой волатильностью. Базельским комитетом по регулированию банковской деятельности отмечается, что одной из актуальных и значимых задач управления рисками является корректное оценивание рисков убытков от проводимых… Читать ещё >
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