Zavelsky M.G., Buchaev Ya.G. "Systems modeling investment activity at the urgent stock market"

Methods of forming complex futures, complex options and options-futures strategies are formalized and analyzed, as well as methods of evaluation of profit for their realization. It is shown that the most efficient realization of chances, provided by derivatives to investor, requires an interconnected benchmark analysis of operations with these derivatives on the base of systems modeling of urgent market as a whole. The scheme of such modeling is offered.

Keywords: futures, options, strategies, profit, system modeling.

Zavelsky M.G. "Economic policy and stock market"

Stock market is explored as the source of investments for economy modernization and of informa¬tion for economy dynamics forecasting at working out economic policy. From these positions capital market is structured, main problems of its systems analysis are re¬vealed and cardinal principles of such analysis are formulated.

Keywords: financial market, stock instruments, investments, capital market, system modeling.

Pekarski A.V. "Account of external environment influence at stock market modeling"

The synthesis of indicators of price trend, dominating at stock market is realized and tested on real economic information with securities rates regression models. The author  takes into account securities rates reaction on different factors, including dynamics of world prices of oil and USA dollar rate. It is established that orientation on signals, got as such synthesis result, vastly exceeds following evidences of technical analysis classical indicators on efficiency.

Keywords: stock market, imitation of sale, regression models, external and internal factors, signals of models.

Galin D.M., Zavelsky M.G. "Monitoring models of economic growth of Russia"

Devising way of determination of reliable multifactorial dependencies at the volume of sample, insufficient for direct correct is considered using classical methods of mathematical statistics. Constructed with using this way dependencies of GNP of Russia and GRP of separate subjects of federation on standard «factors of production» and specific conditions are presented, which allow to show the influence of  technical and social-economic modernization of economy for its dynamics. The models, constructed for monitoring changes of these dependencies, are described.

Keywords: standard and specific factors, multifactorial statistical functions, prognostics models, models parameters dependencies on time.

Krukovskiy A.A. "The method of real options in investment management"

It is revealed that traditional methods of investment analysis ignore ability of risks, connected with the uncertainty of future, to come out as factors creating value. It is shown, how it is possible to dispose of this defect by enclosing the theory and models of financial options to situations in real investing. It is considered the types of options, which creation is available when investing and ensures flexible management of project. The methodology of such options cost evaluation is analyzed and it is described the use of this methodology for  reference to the real project.

Keywords: investments efficiency, real options, cost evaluation, investment project. 

Tolmachyova A.A. "Analysis of credit quality of hypothecary securities"

Possible methods of analysis of credit risk, with which investments in hypothecary securities collide, are explored, comparative values and defects of these methods and difficulties of their using are revealed.

Keywords: credit risk, credit briefcase, hypothecary credit.

Kozhemyakin E.A., Krotkov E.A. "Methodological problems of studying discourse practices"

It is formulated the postulates, assigning discourse as a subject of a scientific study  and its main problem. Relevant for discourse aspects of its analysis are determined. Main results of attempt of constructing open polyparametric unitary model of discourse are stated sketchy, typology problems of discourse are revealed and possible ways of their solution are discussed.

Keywords: discourse, analysis of discourse, discourse models, typology problems.