Model of speculative strategy of currency department of bank

Yıl 2013, Cilt: 4 , 33 - 38, 19.03.2014

Konstantin Malyutin Alexander Malyutin

Öz

In the article, strategy of currency department of bank on the purchase-sale of currency is considered. The basic law of speculative strategy is known a long ago: “at first it is necessary to purchase a commodity as possible cheaper, and then as possible dearer to sell him”. Such strategy allows to get a speculative profit which is determined by a margin (that is the difference of courses of sale and purchase of this commodity). 

Anahtar Kelimeler

strategy, currency, bank, speculative, capital

Kaynakça

• Artyukhov S.V., Bazyukin O. A, Korolev V.Yu., Kudryavcev A.A., Model optimum pricing which is based on the processes of risk with the random bonuses, Systemy i sredstva informatcii, Special issue, IPIRAN, Moscow, 2005.
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• Shiryaev A.N., Probability, MCNMO, Moscow, 2007.
• Korolev V.Yu., Bening V.Е., Shorgin S.Ya. Mathematical bases of risk theory, FIZMATLIT, Moscow,
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