Bondarenko Y. Analysis of investment processes and optimal decisions' adoption in the investment sphere

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0400U003439

Applicant for

Specialization

  • 01.05.04 - Системний аналіз і теорія оптимальних рішень

25-12-2000

Specialized Academic Board

Д 26.002.03

Educational and Scientific Complex "Institute for Applied System Analysis" of National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"r

Essay

The dissertation is devoted to solution of the optimal investment strategy choice's problem on financial market. In consequence of decomposition of the general system analysis task the number of separate problems are solved: investor's profit maximization at the expense of putting of financial security mechanism into investment project with valuable assets; rational distribution of financial recourses for the enterprise's technical rearmament; construction of the investor's optimal "future" hedging strategy on the options market; creation of the model describing financial indexes evolution on the basis of stochastic Kac process. The new criterions and methods of given problems' solution using tools of system analysis, probability theory, mathematical statistics and mathematical programming, are proposed.

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