Parkulab A. Models of estimation and forecasting of market development of capitals

Dissertation work is devoted to development of bases and tool of analysis, estimation and forecasting of process of market development of capitals theoretical and scientific-methodical. On the basis of the conducted research the system of models of functioning of market of capitals is offered, that consists of three modules of a different functional setting: one - for formalization of maintenance of investment decisions and estimation of their consequences; second - for formalization of conformities to the law of development of the market state of affairs, which these decisions are oriented on, and its prognostication, third - for formalization of system insurance from the risks. The models of profitability of bonds, model of evaluation of efficiency of operations with the bills of exchange, and also model of evaluation of efficiency of decisions are developed at the urgent market, that, foremost, actions with futures are touched, the cost of each of which represents expectation of investor in relation to the future market price of fund asset which lies in the basis of contract. The model of conduct of investor at the bond market, realization of which provides the receipt of most total revenue from the domain by bonds, is developed. The variant of organization of iterative process is developed, that provides forming of optimum set of actions for the portfolio investing, and also foresees determination of prevailing structure to the brief-case of bonds with the use of the proper models, after optimal analysis of decision and calculation of possible redistribution of capital in the brief-case of bonds.