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Currency Trading Methods and Mathematical Models

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Abstract

In the fourth chapter there is an analyzes of methods and mathematical models of the processes taking place in the foreign exchange market. The mathematical model of the balance of exchange rates is proposed in this work, conducted its analysis, formulated and solved the problem of the balance. The developed collocational models have a great versatility and allow us to solve the problems of forecasting of exchange market. The estimates of expected rates may be obtained by the extrapolation method. Sufficiently substantiated information helps us to solve the problem of determining the sequence of closed transactions of purchase and sale of currencies that lead to the speculating income. An information decision support system for banks Level 2 in order to adjust exchange rates is developed in order to correct the exchange rates.

Keywords

Exchange Rate Central Bank Assignment Problem Currency Market National Currency 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2015

Authors and Affiliations

  1. 1.Al-Farabi Kazakh National UniversityAlmatyKazakhstan

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