Galkin A. The mathematical models for debt securities assessment with credit risk consideration

The credit-and-investment operations with bonds and bills of exchange in Ukraine. The conception and tools development for debt securities assessment modelling with credit risk consideration. The methodological approaches of the financial processes economic and mathematical modelling, theory of probability mathematical tools, methodological approaches of risk-management, financial mathematics tools. The conception and the complex of mathematical models for debt securities investment parameters assessment with credit risk consideration are developed along with appropriate approaches and models for bonds and bills credit risk management. The complex of models for bonds and bills credit risk analysis, management and consideration during the investment parameters assessment are implemented along with the developed investment decision support software, allowing to increase the quality, reliability and effectiveness of bonds and bills functioning in Ukraine. Finance, education.