EVALUATION OF INVESTMENT PROJECT EFFICIENCY UNDER CONDITIONS OF UNCERTAINTY BASED ON THE PROCESS OF WIENER
- Authors: Nikishov V.N.1, Savdierov N.A.1
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Affiliations:
- Department of Mathematics and Business Informatics, Samara National Research University, 34, Moskovskoye shosse, 443086, Russian Federation.
- Issue: Vol 7, No 4 (2016)
- Pages: 116-119
- Section: MATHEMATICAL AND INSTRUMENTAL METHODS OF ECONOMICS
- URL: https://journals.ssau.ru/eco/article/view/6020
- DOI: https://doi.org/10.18287/2542-0461-2016-7-4-116-119
- ID: 6020
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Abstract
The article is devoted to the consideration of estimate of effectiveness of an investment
project in conditions of risk and uncertainty on the basis of continous
slanting of payments which fall on the end of the year and represent Wiener
process. In the article the easiest project on the example of which the effectiveness
is calculated as well as in the conditions of a determined world and also with the
consideration of possible internal and external changes of an environment of realization
of a project.
About the authors
V. N. Nikishov
Department of Mathematics and Business Informatics, Samara National Research University, 34, Moskovskoye shosse, 443086, Russian Federation.
Author for correspondence.
Email: morenov.sv@ssau.ru
N. A. Savdierov
Department of Mathematics and Business Informatics, Samara National Research University, 34, Moskovskoye shosse, 443086, Russian Federation.
Email: morenov.sv@ssau.ru
References
- Stepanov S.S. Stokhasticheskii mir [Stochastic world]. M.: Izd. Tsentr «Aktsioner», 2009, 369 p. [in Russian].
- Watsham T.J., Parramore K. Kolichestvennye metody v finansakh [Quantitative Methods in Finance]. M.: IuNITI, 2009, 527 p. [in Russian].
- Sharpe W., Alexander G., Bailey J. Investitsii [Investments]. M.: IuNITI, 2009, 1028 p. [in Russian].
- Shiryaev A.N. Osnovy stokhasticheskoi finansovoi matematiki [Fundamentals of stochastic financial mathematics]. M.: Izd. Tsentr «Aktsioner», 2014, 1056 p. [in Russian].
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