MATHEMATICAL METHODS IN THE STUDY OF FIXED INCOME INVESTMENTS
Abstract and keywords
Abstract (English):
The article is devoted to the analysis of a series of articles by Ph.D. N.V. Popova (Phys.-Math. Sciences) devoted to the application of mathematical methods in the study of investments with fixed income under certainty, prepared in the course of teaching the discipline "Mathematical Methods of Financial Analysis". The discipline, developed on the basis of an interdisciplinary approach at the Department of Higher Mathematics of Plekhanov Russian University of Economics, is devoted to the study of investments under certainty using mathematical methods. The articles contain formulations and mathematical proofs of the investment properties of bonds that were previously absent in the literature, as well as the author's conclusions about the role of applied mathematical disciplines in an economic university. The analysis of articles presented in this paper may be of interest to specialists and teachers who apply mathematical methods in the study of financial investments.

Keywords:
bonds, mathematical methods, fixed income investments, interdisciplinary courses
Text
Publication text (PDF): Read Download
References

1. Popova N.V. Rol' matematicheskih metodov v razvitii teorii finansovyh investiciy s fiksirovannym dohodom. Vestnik Rossiyskogo ekonomicheskogo universiteta imeni G.V. Plehanova. 2016, 4(88), s. 126-130. https://elibrary.ru/item.asp?id=26555680

2. Popova N.V. Teoremy ob ocenke obligaciy kak matematicheskie. Ural'skiy nauchnyy vestnik. 2016, t.7, №2, s. 49-54. http://elibrary.ru/item.asp?id=26505565

3. Popova N.V. Rynochnye teoremy kak matematicheskie. Problemy nauchnoy mysli. 2017, t.1, № 10, s. 75-83. http://elibrary.ru/item.asp?id=28103988

4. Barbaumov V.E., Popova N.V. Vliyanie urovnya dohodnosti rynka na povedenie ceny obligacii. Menedzhment i Biznes-Administrirovanie. 2015, №3, s. 52-57. https://elibrary.ru/item.asp?id=24218676

5. Popova N.V. Rynochnye teoremy i ih prodolzhenie. Vestnik Rossiyskogo ekonomicheskogo universiteta imeni G.V. Plehanova. 2013, 7(61), s.93-101. https://elibrary.ru/item.asp?id=19960439

6. Popova, N. V. On Certain Propertis of Bond Prices// International Business Management. 2016. Vol. 10. N S3. pp. 6270-6273. https://elibrary.ru/item.asp?id=32598086

7. Popova N.V. O nekotoryh svoystvah dyuracii Makoleya. Vestnik finansovogo universiteta. 2011, 1(61), s. 42-46. https://elibrary.ru/item.asp?id=15562176

8. Popova N.V. Vliyanie sroka do pogasheniya na izmenchivost' ceny obligacii. Vestnik finansovogo universiteta. 2013, 3(75), s. 72-84. https://elibrary.ru/item.asp?id=19317253

9. Popova N.V. Matematicheskie metody v izuchenii procentnogo riska dolgosrochnyh obligaciy. Vestnik Rossiyskogo ekonomicheskogo universiteta imeni G.V. Plehanova. 2016, 1(85), s. 101-107. https://elibrary.ru/item.asp?id=25723954

10. Popova N.V. Procentnyy risk obligaciy v usloviyah izmenyayuscheysya klyuchevoy stavki. Finansy: teoriya i praktika. 2022;26(3):186-195. DOI:https://doi.org/10.26794/2587-5671-2022-26-3-186-195 https://elibrary.ru/item.asp?id=49295120

11. Popova N.V. Osobennosti zavisimosti dyuracii Makoleya ot sroka do pogasheniya. Vestnik Rossiyskogo ekonomicheskogo universiteta imeni G.V. Plehanova. 2017, 3(93), s. 142-150. https://elibrary.ru/item.asp?id=29385747

12. Popova N.V. Clarification of Dependence of the Macaulay Duration on the Period Until Maturity. Advances in Economics, Business and Management Research (Springer), 2020, vol. 128, p.p. 2873 - 2878. https://elibrary.ru/item.asp?id=46495116

13. Popova N.V. Vliyanie chastoty kuponnyh platezhey na pokazatel' dyuracii obligacii. Vestnik finansovogo universiteta. 2015, 4(88). s.104-115. https://elibrary.ru/item.asp?id=24099645

14. Popova N.V. Vliyanie chastoty kuponnyh platezhey na cenu obligacii. Vestnik finansovogo universiteta. 2012, 3(69), s. 40-44. https://elibrary.ru/item.asp?id=17821349

15. Popova N.V. Zadacha o vliyanii chisla kuponnyh platezhey v godu na cenu obligacii i ee resheniya. Fundamental'nye issledovaniya. 2020, 12. s. 186-191; DOIhttps://doi.org/10.17513/fr.42930 https://www.elibrary.ru/item.asp?id=44585414

16. Popova N.V. O dohodnosti k pogasheniyu kuponnoy obligacii. Finansy: teoriya i praktika/Finance: Theory and Practice. 2023;27(3):126-138. https://doi.org/10.26794/2587-5671-2023-27-3-126-138

17. Popova N.V. O vliyanii chastoty kuponnyh platezhey na dohodnost' investicii v obligaciyu. Izvestiya vysshih uchebnyh zavedeniy. seriya: ekonomika, finansy i upravlenie proizvodstvom. 2019. 3 (41). s.73 - 78. https://elibrary.ru/item.asp?id=41102940

18. Popova N.V. Portfel' obligaciy bez kreditnogo riska i ego investicionnye svoystva. Izvestiya Rossiyskogo ekonomicheskogo universiteta im. G. V. Plehanova. 2014, 4 (18). s.129-143. https://elibrary.ru/item.asp?id=23241769

19. Popova N.V. Upravlenie portfelem obligaciy v strategii immunizacii. Izvestiya Rossiyskogo ekonomicheskogo universiteta im. G. V. Plehanova. 2014. 4 (18), s. 144-160. https://elibrary.ru/item.asp?id=23241770

20. Popova N.V. Issledovanie investicionnyh proektov s pomosch'yu matematicheskih metodov. Vestnik rossiyskoy ekonomicheskoy akademii im. G.V. Plehanova. 2010, 5(35), s. 89-92. https://elibrary.ru/item.asp?id=15239808

21. Popova N.V. O roli prikladnyh matematicheskih kursov v obrazovanii ekonomista. Izvestiya Rossiyskogo ekonomicheskogo universiteta im. G.V. Plehanova. 2013, 3 (13), s. 127-132. https://elibrary.ru/item.asp?id=19141736

22. Popova N.V. Rol' prikladnyh matematicheskih disciplin v obrazovanii ekonomista. Vestnik Rossiyskogo ekonomicheskogo universiteta imeni G. V. Plehanova. 2018, 1(97), s. 23-29. DOIhttps://doi.org/10.21686/2413-2829-2018-1-23-29 https://elibrary.ru/item.asp?id=32615385

23. Popova N. V. Problems and Ways of Improving the Quality of Mathematical Training in Students of Economics, Astra Salvensis, VI (2018), Special Issue, p. 127-135. https://elibrary.ru/item.asp?id=35769066

24. Popova N. V. Applied Mathematical Disciplines in the Context of Interdisciplinary Connections. AD ALTA: Journal of Interdisciplinary Research. 2021. VOL. 11, Issue 2, Special Issue XXIII, 269-272. https://elibrary.ru/item.asp?id=47811918

25. Popova N.V. Mezhdisciplinarnye kursy v ekonomicheskom vuze. Vestnik Rossiyskogo ekonomicheskogo universiteta imeni G.V. Plehanova. 2023, t.20, №3 (129), s. 40-49. https://elibrary.ru/item.asp?id=54065791

26. Barbaumov V.E., Popova N.V. Matematicheskiy analiz: N-mernoe prostranstvo. Funkcii. Ekstremumy. Uchebnik. Ser. Vysshee obrazovanie: Bakalavriat. M.: INFRA-M, 2019, 341 s. https://elibrary.ru/item.asp?id=36803928

27. Barbaumov V.E., Popova N.V. Matematicheskiy analiz: N-mernoe prostranstvo. Funkcii. Ekstremumy. Uchebnik. Ser. Vysshee obrazovanie: Bakalavriat. M.: INFRA-M, 2016, 341 s. https://www.elibrary.ru/item.asp?id=26458520

28. Popova N.V. Matematicheskie metody finansovogo analiza. Ser. Vysshee obrazovanie: Bakalavriat. M.: INFRA-M, 2019. 81 s. https://www.elibrary.ru/item.asp?id=37135715

29. Popova N.V. Matematicheskie metody finansovogo analiza. M.: Rossiyskiy ekonomicheskiy universitet imeni G.V. Plehanova, 2016. 80 s. https://www.elibrary.ru/item.asp?id=28953779

30. Barbaumov V.E., Popova N.V. Matematicheskiy analiz. Integral Rimana.. M.: Rossiyskiy ekonomicheskiy universitet imeni G.V. Plehanova, 2019. 140 s. https://elibrary.ru/item.asp?id=41117876

31. Barbaumov V.E., Popova N.V. Individual'nye kontrol'nye zadaniya po discipline «Differencial'nye uravneniya». Integral'noe ischislenie. M.: Rossiyskiy ekonomicheskiy universitet imeni G.V. Plehanova, 2020, 72 s. https://elibrary.ru/item.asp?id=47110328

32. Barbaumov V.E., Popova N.V. Metricheskie prostranstva. M.: Rossiyskiy ekonomicheskiy universitet imeni G.V. Plehanova, 2013, 76 s. https://www.elibrary.ru/item.asp?id=29845217

Login or Create
* Forgot password?