Rossokhin V.V.National Research University "Higher School of Economics", Nizhny Novgorod, Russian Federation vrossohin@hse.ru
The article points out that in connection with development of the economy and crisis phenomena, which occur at individual enterprises and in the areas, the relevance of forecasting of activity and risk management does not diminish. The author emphasizes that in the financial sector of economy the similar tasks have double value: business development of client portfolio securities management and an analysis of company's activity in the financial market. The article considers the main models, which are used for forecasting of the assets price performance: geometrical and arithmetic Brownian motions. The paper studies the features of each model from a position of applied application; it provides the comparative analysis of the data obtained in the result of the price modeling. The author reveals merits and demerits of each of the models and evaluates the received results potential.
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