Kupriy N. Mathematical Models of Option Strategies Evaluation within the Condition of the Indeterminate Nature of the Stock Market.

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0410U003740

Thesis Registration Form

0410U003740.pdf

Applicant for

Specialization

  • 08.00.11 - Математичні методи, моделі та інформаційні технології в економіці

19-05-2010

Specialized Academic Board

Д 35.051.01

Ivan Franko National University of Lviv

Essay

A comprehensive complex of fuzzy economic and mathematical models to optimize option portfolios are outlined; the analytical functions of intervals of valuation of profit of fundamental options combinations are elucidated and the principles of selection of optimal options strategies on the basis of maximizing expected profits utilizing the principles of the Sugeno fuzzy integral theory are finalized.

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Files

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