The object of the research: price’s dynamics on FOREX and factors, which are influencing upon its change; The purpose of work: elaboration of economic and mathematical models complex for analysis and forecasting rate of exchanges, which takes into account of market’s fractality structures and its volatility; Research methodology and instruments: system analysis, fractal’s methods analysis, Grassberger-Prokachchia entropy’s method, methods of trade system’s projecting, tasks, that was putted are deciding by means of package of the applied programs Microsoft Excel and C++; Theoretical and practical results: categories of market’s fractality structures and its volatility is elaborated, conceptual model of capital market’s price elaboratoring, which is based on two such main market’s conceptions as fractality and volatility, is built, using theorist-methodical developments allows to raise the validity of investment decisions and trade operation’s profitability, complexes of the economic and mathematical models: complex of the models with using of capital market’s fractal structure, and complex of the models with using current volatility’s factor, which allow to define the reasons, which cause the changes of the price’s dynamics, forecast these change for the reason increasing of investment’s profitability merchant by securities and companies on control asset and increasing substitution’s degree of decisions comparatively of converter operation with currency of banks exchange division’s workman in good time, current volatility’s factor for quantitative estimation of market’s reflexivity, which allows to forecast nearest changes of the sale’s activities and raises economic agent’s executive reactions on the current changes of price’s dynamics and allows to exclude the influence of previous dynamics on process decision making is offered, combined screen’s method, in which, unlike existing approach, postulate about needing of investment-temporary horizon’s fixing is entered for realization of trade operation in mode of the real-time is developed, there is possible effectively to use this method for analysis acting trends on FOREX with provision for capital market’s fractality, practical value has designed by competitor of efficiency’s criteria of the designed models functioning, by means of which economic agents choose the most attractive importance controlling parameter of the models, also area of the efficient using of offered models explored; Subject and degree of introduction: offers and recommendations are introduced and used in practical functioning merchant by securities, as follows: LTD «East-Crimean stock company», СJSC «Investment Group MAST», in functioning the exchange division of the Crimean branch of JSСB «TAS-Komerzbank», and division exchange of operation and checking OJSC «VTB Bank»; The sphere of application: analysis and forecasting of capital market price’s dynamics.
