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Information × Registration Number 0205U002757, 0102U001901 , R & D reports Title Stochastic modeling of evolutions of the financial credit Instruments and adjoining problems. popup.stage_title Head Bondarev B.V, Registration Date 10-05-2005 Organization Donetsk National University popup.description2 For the image of evolution of the price of the action and the bond it is offered to use Ornstein-Uhlenbeck process. It is proved that the offered models of evolution of the prices of actives satisfy to a condition without arbitration. Problems of optimization are considered and estimations of unknown parameters in the recurrent procedures describing financial streams in bank are constructed. R. Merton results on more general model of dynamics of the price of the action are generalized. Product Description popup.authors popup.nrat_date 2020-04-02 Close