Luchko H. Forming and implementing the investment strategies by the market subject derivatives

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0412U006979

Applicant for

Specialization

  • 08.00.08 - Гроші, фінанси і кредит

27-11-2012

Specialized Academic Board

К 35.154.02

Essay

Object: the processes of formation and implementation of investment strategies subjects in the derivatives market. Objective: development of theoretical and methodological regulations and practical recommendations on the formation and implementation of investment strategies subjects in the derivatives market. Methods: induction, comparison, generalization and systematization, statistical analysis, peer review, index, and factor and cluster analysis, economic and mathematical modeling. Results: improved methodical approach to evaluating the effectiveness of investment strategies of market derivative securities multivector by constructing a set of indicators, organizational basis for the formation of investment strategies, guidelines for the formation and evaluation of the level of information support of market of derivatives, methodical approach to building a monitoring system of investment strategies subjects derivatives market. Use: in the activities of PJSC "Adamant Asset Management", LLC "Dragon Eset Management", branch of JSC "The State Export-Import Bank of Ukraine" in Lviv, branch "Western Directorate ALC "Alliance Ukraine", in the learning process of the National University" Lvivska Polytechnika".

Files

Similar theses