Infopaket

Mathematical methods of measuring economic risk

Вибіркова дисципліна для ОП

First

2021/2022

7 Trimester

2

Know and understand the basics of qualitative and quantitative analysis of economic risks, utility theory and decision-making methods in conditions of uncertainty. Be able to model economic risks, apply diversification and reserve management to reduce risks, apply hierarchical decision-making models and assess current financial risks in management. Demonstrate the ability to self-study and continue professional development. Be able to organize their own activities and get results within a limited time. Demonstrate skills of interaction with other people, ability to work in teams.

Know: basic concepts from the course of mathematical analysis, algebra, the course of discrete mathematics, differential equations, probability theory and mathematical statistics. Be able to: use knowledge of mathematical analysis, solve systems of linear algebraic equations, work with stochastic objects. Have basic skills: working with stochastic objects.

The discipline "Mathematical methods of measuring economic risk" is part of the educational-professional training program for the first (bachelor's) level of higher education in the field of knowledge 12 "Information Technology" in 124 "System Analysis", educational-professional program "System Analysis" and considers methods mathematical modeling of economic risks and statistical approaches to their assessment. Both theoretical bases of such modeling, and various algorithms of realization of these tasks in the form of the program code are considered. Discipline is the discipline of choice. Uses the concept of "Probability theory", "mathematical analysis", "discrete mathematics", "programming", "random process theory" and "decision making methods". Taught in the 7th semester, 75 hours. (2 ECTS credits), of which lectures - 28 hours, independent work - 47 hours. There are 2 content modules and a test

1. Vitlinsky VV Analysis, assessment and modeling of economic risk. - K .: Demiur, 1996. - 212 p. 2. Iacocca L. Career Manager. - M .: Progress, 1991. - 384 p. 3. Yastremsky OI Economic risk modeling. - К .: Либідь, 1992. - 176 с. 4. Kini RL, Rife H. Decision-making on many criteria: preferences and substitutions. - M. Nauka, 1981. - 560 p. 5. Pervozvansky AA, Pervozvanskaya TN Financial market: calculation and risk. - М .: Инфа-М, 1994. - 192 с. 6. Vitlinsky VV, Nakonechny SI Risk in management. - К .: ТОВ Борисфен, 1996. - 336 с. 7. Kozeletsky Yu. Psychological theory of decisions. - M .: Progress, 1979. - 504 p. 8. Brown S.J., KrimlenMP. etc. Quantitative methods of financial analysis. M .: Info-M, 1996.

Lecture, individual work

Current assessment, control work, credit

Ukrainian