The economic-mathematical model of broker decision-making and credit facility by the client choosing

The article deals with an economic-mathematical model of decision-making by a broker. The model considers the specificity of brokerage work. The objective function is the maximization of net profit after taxation. The following limitations are taken into account: the limitation on the number of securities solf, the limitation on cash balance and the limitation on the risk of the broker's own financial resources portfolio. The model realization makes it possible to plan the brokerage costs on each kind of activity effectively. Particular attention is paid to the developing of the model of choosing the credit facility by the client.