ЦИФРОВИЗАЦИЯ И ЭВОЛЮЦИЯ ДЕНЕГ КАК СОЦИАЛЬНОЙ ТЕХНОЛОГИИ СЧЕТА
DOI:
https://doi.org/10.25806/uu7-22021396-408Ключевые слова:
акции, риски, статистика, моделирование, Matlab.Аннотация
Рассматривается задача статистического моделирования динамики цены акций российских и зарубежных эмитентов с заданными показателями риска и доходности при условии нормального распределения доходности. Накладывается естественное ограничение на отрицательную доходность. Предлагаемый подход имеет простую математическую реализацию. Описанный в статье метод моделирования может быть полезен как частными инвесторами, так и крупным инвестиционным фондам. Для реализации метода моделирования написана программа в пакете Matlab. Приводится пример моделирования.
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