Zobrazeno 1 - 10
of 11
pro vyhledávání: '"IVAN BURTNYAK"'
Publikováno v:
Journal of Vasyl Stefanyk Precarpathian National University, Vol 11, Iss 2, Pp 39-51 (2024)
An approach to the management of customer flows is considered, which takes into account the uniformity of the daily intensity as an efficiency criterion. An intensity model is proposed to assess the degree of uniformity. A new formulation of the task
Externí odkaz:
https://doaj.org/article/3c355b82a32b4022a2b9499c287927d0
Autor:
Ivan Burtnyak, Oleksandr Kusnir
Publikováno v:
Journal of Vasyl Stefanyk Precarpathian National University, Vol 10, Iss 2, Pp 6-14 (2023)
У статті проаналізовано застосування інформаційних технологій до аналізу фондового ринку, а саме до дослідження динаміки курсу україн
Externí odkaz:
https://doaj.org/article/882678068aca48579c2565bd2f483293
Autor:
Ivan Burtnyak, Anna Malytska
Publikováno v:
Journal of Vasyl Stefanyk Precarpathian National University, Vol 8, Iss 3, Pp 35-42 (2021)
The analysis of models of activity of banking structures in the conditions of perfect and imperfect competition is carried out. Production functions for financial companies are considered. Models of the bank's work as an institution of delegated moni
Externí odkaz:
https://doaj.org/article/6008289eb591454db0e6ce3fa1a9c90c
Autor:
Ivan Burtnyak, Anna Malytska
Publikováno v:
Journal of Vasyl Stefanyk Precarpathian National University, Vol 7, Iss 3, Pp 128-136 (2020)
In this article expands the method of finding the approximate price for a wide class of derivative financial instruments. Using the spectral theory of self-adjoint operators in Hilbert space and the wave theory of singular and regular perturbations,
Externí odkaz:
https://doaj.org/article/01fdc8e0865a4f66aa10b07f36fb1542
Autor:
IVAN BURTNYAK, Anna Malytska
Publikováno v:
Journal of Vasyl Stefanyk Precarpathian National University, Vol 6, Iss 3-4, Pp 22-28 (2019)
This paper develops a systematic method for calculating approximate prices for a wide range of securities implying the tools of spectral analysis, singular and regular perturbation theory. Price options depend on stochastic volatility, which may be m
Externí odkaz:
https://doaj.org/article/25f472c53d1b48c4b5b3a6f23654f04b
Autor:
Ivan Burtnyak, Anna Malytska
Publikováno v:
Problems and Perspectives in Management, Vol 16, Iss 1, Pp 224-231 (2018)
The strategy of managing the pricing processes, in particular managing the dynamics of the price of the underlying asset and its volatility, the prices of indices, shares, options, the magnitude of financial flows, in the method of calculating the co
Externí odkaz:
https://doaj.org/article/bb8bec76aaf64f1f854cfe281e3bccfb
Autor:
Ivan Burtnyak, Anna Malytska
Publikováno v:
Investment Management & Financial Innovations, Vol 15, Iss 1, Pp 18-25 (2018)
This article studies the derivatives pricing using a method of spectral analysis, a theory of singular and regular perturbations. Using a risk-neutral assessment, the authors obtain the Cauchy problem, which allows to calculate the approximate price
Externí odkaz:
https://doaj.org/article/2d0e992829e44aadaa54e9bb8b9c7278
Autor:
Ivan Burtnyak, Anna Malytska
Publikováno v:
Investment Management & Financial Innovations, Vol 14, Iss 3, Pp 126-134 (2017)
The paper deals with the spectral methods to calculate the value of the double barrier option generated by the Bessel diffusion process. This technique enables us to calculate the option price in the form of a Fourier-Bessel series with the correspon
Externí odkaz:
https://doaj.org/article/7857eab10a4a4d7092646ed28b405a7d
Autor:
Ivan Burtnyak, Ganna Malitska
Publikováno v:
Aktualʹnì Problemi Rozvitku Ekonomìki Regìonu, Vol 2, Iss 12, Pp 17-26 (2016)
The purpose of this article is to study the dynamics of the volatility of some indicators of financial market of Ukraine using the methods ARCH modeling. As indicators of the financial market we take the most aggregated variables describing profitabi
Externí odkaz:
https://doaj.org/article/5dd301d55b8e45369914800d353f50d4
Autor:
Ganna Malitska, Ivan Burtnyak
Publikováno v:
The actual problems of regional economy development. 2:17-26
Метою даної статті є вивчення динаміки волатильності деяких індикаторів фінансового ринку України із застосуванням методів ARCH моделюв
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd03c932cf127f4ce209fc04214ea292
https://doi.org/10.15330/apred.2.12.17-26
https://doi.org/10.15330/apred.2.12.17-26