On the base of the theory of stochastic processes induced by quasi-uniform distributed random parameters, a method of trajectories randomization is developed, these trajectories being models of functional interdependence of financial and economic indices. The potential of the method developed is demonstrated by the example of estimating relative number of depositors as a function of the deposits interest rate.
Original languageRussian
Pages (from-to)121-133
JournalВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. СЕРИЯ 5: ЭКОНОМИКА
Issue number2
StatePublished - 2009

ID: 5241765