Home  Journals  Regional Economics: Theory and Practice  2(137) - 2010 January

Financial risk: algebraic model 0f calculations

Available online: 25 January 2010

Subject Heading: SEARCH. PROBLEMS. DECISIONS

JEL Classification: 

The algebraic calculation model of Portfolio-at-Risk of instruments described. The role of polynomial theorem for improving the computational efficiency specified. The list of developed program entities for Portfolio-at-risk analysis on basis of offered model described.

Keywords: preference relation, upper semilattice, probability measure, risk, instrument capitalization, density distribution, polynomial theorem

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ISSN 2311-8733 (Online)
ISSN 2073-1477 (Print)

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