SEARCH
 

Search

 

Результаты поиска 1 - 10 из 26
Начало | Пред. | 1 2 3 | След. | Конец


Investment approach for credit risk management in commercial banks

Yashin S.N. Doctor of Economic Sciences, Professor, Head of the Innovation Activities' Management Department, Nizhniy Novgorod State Technological University named after R.E. Alekseev ( rectorat@nntu.nnov.ru )

Koshelev E.V. Ph.D. in Economics, Associate Professor, State and Municipal Management Faculty, Nizhniy Novgorod State University n.a. N.I. Lobachevsky ( ekoshelev@yandex.ru )

Chuhmanov D.V. Graduate Student, National Economics Faculty, Nizhniy Novgorod State, University n.a. N.I. Lobachevsky ( chuhmanov_dv@mail.ru )

Journal: Finance and credit, #9, 2011

The authors made investment approach for credit risk management in commercial banks that means default risk management and management of impute loss risk. Also authors conducted credit structural analysis of Russian companies using regional-sectoral indications.


Inventory financing system at differentiated discount

Yashin S.N. doctor of economic sciences, professor of chair of innovating management, Nizhny Novgorod State Technical University ( jashin@52.ru )

Koshelev E.V. associate professor, Nizhny Novgorod State University by N.I. Lobachevskiy ( ekoshelev@yandex.ru )

Makarov S.A. lecturer of chair of mathematics and system analysis, Volgo-Vyatsky Regional Academy of Public Administration ( mcarow@yandex.ru )

Journal: Economic Analysis: Theory and Practice, #25, 2010

In the context of the global financial crisis and the increasing competition to economic subjects relevant question of reducing the costs associated with the acquisition of physical resources. The article deals with a situation involving the inventory financing that may arise if the supplier offers a differentiated system of discounts. Developed and presented an analytical method for the determination of the party, at which the value of costs is minimized.


Real options application for innovate investment in limited information conditions

Trifonov Yu.V. professor, dean of Economic Faculty, Nizhniy Novgorod State University n.a. N.I. Lobachevsky ( decanat@ef.unn.ru )

Yashin S.N. doctor of economic sciences, professor of chair of innovating management, Nizhny Novgorod State Technical University ( jashin@52.ru )

Koshelev E.V. associate professor, Nizhny Novgorod State University by N.I. Lobachevskiy ( ekoshelev@yandex.ru )

Journal: Finance and credit, #30, 2011

Real options method is adapted for the limited information about forecast business profitableness. Illustrated that the Black-Scholes option pricing model is not applicable for the real options valuing in this case. For the solving this problem used binomial model, modified in high risk conditions. Also modified model make it possible to follow the moments, profitable for advance execute the real option.


Account of special tax laws and inflation in modernization of Russian companies

Yashin S.N. Doctor of Economic Sciences, Professor, Head of department "Innovation Management", the Nizhniy Novgorod State Technical University named after R.Y. Alekseev ( jashin@52.ru )

Koshelev E.V. PhD in Economics, Associate Professor of department "State and Municipal Management", the Nizhni Novgorod State University named after N.I. Lobachevsky ( ekoshelev@yandex.ru )

Kuptsov A.V. Graduate Student of department "State and Municipal Management", the Nizhni Novgorod State University named after N.I. Lobachevsky ( kav191982@yandex.ru )

Journal: Finance and credit, #42, 2012

In the article the method of the analysis of expediency of replacement of the equipment, considering features of activity of the Russian companies is presented. The method relies on the features of the Russian tax legislation, considers inflation in Russia according to Fischer's formula and is based on a choice of optimum term of operation of the new equipment and replacement of the old equipment.


Methods and models of a project scarce-resource management in uncertainty and risk conditions

Mishchenko A.V. National Research University Higher School of Economics, Moscow, Russian Federation ( nesterovich@gnext.ru )

Koshelev P.S. Institute of Economics and Business, Moscow, Russian Federation ( kosh-mail@yandex.ru )

Journal: Economic Analysis: Theory and Practice, #20, 2014

The article deals with the branch and bound algorithm in relation to an assignment problem which permits to manage an investment project's finite resources in conditions of uncertainty and risk. The authors present the corresponding economic and mathematical models for two cases: determinate problem definition and non-determined project costs. This leads to a two-criterion assignment problem. The authors apply a stability analysis of assignment models, when expenditures at various project stages cannot be determined precisely. A studio-apartment repair design serves an illustration of practical application of the theoretical results of the calculation done above.


Application of the game method for working out of strategy of innovative development of the enterprise

Yashin S.N. doctor of economic sciences, professor of chair of innovating management, Nizhny Novgorod State Technical University ( jashin@52.ru )

Koshelev E.V. PhD in Economics, associate professor of department “State and municipal management”, Nizhniy Novgorod State University named after N.I. Lobachevsky – National Research University ( ekoshelev@yandex.ru )

Kuptsov A.V. Graduate student of department “State and municipal management”, Nizhniy Novgorod State University named after N.I. Lobachevsky – National Research University ( kav191982@yandex.ru )

Journal: Financial Analytics: Science and Experience, #6, 2012

The game method of working out of the general strategy of innovative development of the enterprise, including working out of strategy of grocery innovations, working out of strategy of modernization of manufacture and modernization of repair of the equipment is presented. For working out of the general strategy of innovative development it is offered to use Gurvits's modified method.


Assessment of financial risks of investment portfolio on basis of its insurance component

Yashin S.N. Doctor of Economics, Professor, Head of the Department of Management of Innovative Activity, the Nizhny Novgorod State Technical University named after R.E. Alekseev ( jashin@52.ru )

Koshelev E.V. PhD in Economic Sciences, Associate Professor, the Department of Public and Municipal Administration, the Nizhny Novgorod State University named after N.I. Lobachevsky ( ekoshelev@yandex.ru )

Podshibyakin D.V. Graduate Student, the Department of Economic Informatics, the Nizhny Novgorod State University named after N.I. Lobachevsky ( dimitry.neskazhu@yandex.ru )

Journal: Finance and credit, #24, 2013

In the article the method of an assessment of financial risks of the investment portfolio, considering priority of possible versions of the projects included in a portfolio is presented, from the point of view of the most justified capital investments by Disman. The method is based on tools of the statistical analysis and expected modeling on the basis of expert estimates, allows defining an insurance component for the set investment portfolio.


Business investments programming method with allowance for reinvestment possibilities

Yashin S.N. Doctor of Economic Sciences, Professor, Head of the Innovation Activities' Management Department, Nizhniy Novgorod State Technological University named after R.E. Alekseev ( rectorat@nntu.nnov.ru )

Koshelev E.V. Ph.D. in Economics, Associate Professor, State and Municipal Management Faculty, Nizhniy Novgorod State University n.a. N.I. Lobachevsky ( ekoshelev@yandex.ru )

Makarov S.A. lecturer of chair of mathematics and system analysis, Volgo-Vyatsky Regional Academy of Public Administration ( mcarow@yandex.ru )

Journal: Finance and credit, #5, 2011

The authors composed investment program of company, including combined analysis of Market Cost of Capital (MCC) and Investment Opportunity Schedule (IOS) graphs. Also authors suggested to use Modified Internal Rate of Return (MIRR) instead of Internal Rate of Return (IRR) for construction of a IOS-graph. The authors improved the equation of MIRR to solve the problem of cyclic discount rate calculation and the investment budget optimizing.


Money structures changing forecasting activity of industry with financial arbitrage and statistical game methods

Yashin S.N. professor, Nizhny Novgorod State Technical University by R.E. Alekseev ( jashin@52.ru )

Koshelev E.V. associate professor, Nizhny Novgorod State University by N.I. Lobachevskiy ( ekoshelev@yandex.ru )

Journal: Finance and credit, #5, 2010

Under the current economic crises the new progressive rehabilitation approaches of the national economics with an aim of its further development have become relevant. In the present article there are two forecasting redistribution methods of capital in the industry: financial arbitration approach and analysis forecasting data of a statistical game. Both methods make it possible to determine the most investment-attractive branch. The example shows us that the preferences of a conservative investor and of an arbitrager coincide. As a result we get a summary, which shows that there are compliant monetary possibilities for investment development of an industry manufacturing activity, conditioned by national market development.


Application of synthetic straddle for control of the fund risk

Yashin S.N. Doctor of Economics, professor, chairman of department “Control of innovation activity”, Nizhniy-Novgorod State Technical University named after R.E. Alekseyev ( jashin@52.ru )

Koshelev E.V. PhD in Economics, associate professor of department “State and municipal administration”, Nizhniy-Novgorod State University named after N.I. Lobachevsky ( ekoshelev@yandex.ru )

Makarov S.A. Senior lector of department “Mathematics and systems analysis”, Nizhniy-Novgorod Institute of Administration of Russian Academy of Civil Service under the President RF ( mcarow@yandex.ru )

Journal: Finance and credit, #48, 2011

In the article it is substantiated the need of applying the synthetic options on the fund market. The model of construction and use of synthetic straddle, which makes possible for investor to considerably decrease the individual fund risk, connected with the basic active memberships located in his property is developed. For constructing synthetic straddle is used to the binomial model, taking into account of the price change of the performance of straddle according to linear regression.


Результаты поиска 1 - 10 из 26
Начало | Пред. | 1 2 3 | След. | Конец


Отсортировано по релевантности | Сортировать по дате