https://elib.bsu.by:443/handle/123456789/94267 Mon, 20 Apr 2026 13:45:53 GMT 2026-04-20T13:45:53Z https://elib.bsu.by:443/handle/123456789/94580 Заглавие документа: Markov-binomial option pricing model Авторы: Radkov, P.; Minkova, L. D. Аннотация: The paper presents a discrete-time model of nancial market, where the risky returns form a two-state Markov chain. The model gives rise to a simple numer- ical procedure for valuing European options. The generalization of the classical Cox-Ross-Rubinstein formula is derived. The price of European call option is estimated by Monte - Karlo simulation. Fri, 01 Jan 2010 00:00:00 GMT https://elib.bsu.by:443/handle/123456789/94580 2010-01-01T00:00:00Z https://elib.bsu.by:443/handle/123456789/94579 Заглавие документа: Russian banks probability of default models: money laundering vs. financial insolvency Авторы: Peresetsky, A. A. Аннотация: Martin [4] was first who applied logit-model to forecast bank defaults at the period 1975-1976 in US. Logit models are used for the bank defaults prediction in US in Altman and Raijken [1] , Cole and Gunther [2]; Godlewski [3] use the data for the banks in emerging market economies (Russia not included). Fri, 01 Jan 2010 00:00:00 GMT https://elib.bsu.by:443/handle/123456789/94579 2010-01-01T00:00:00Z https://elib.bsu.by:443/handle/123456789/94578 Заглавие документа: The model of statistical forecast of storm wind and heavy rainfalls at the territory of Belarus Авторы: Perekhodtseva, E. Аннотация: The results of the development of automated forecast methods of storm wind at the territory of the Republic of Belarus based on the hydrodynamic-statistical model are submitted at this paper. The international collaboration between Hydrometcenter of Russia- and Hydrometcenter of the Republic of Belarus began ten years ago. Now the forecasts of storm wind with the earliness 12-24-36-48h send by the help of operative technology to Hydrometcenter of Belarus two times a day from Hydrometcenter of Russia. The examples of the forecasts of storm and dangerous winds (including squalls and tornadoes) also are submitted at this paper. Fri, 01 Jan 2010 00:00:00 GMT https://elib.bsu.by:443/handle/123456789/94578 2010-01-01T00:00:00Z https://elib.bsu.by:443/handle/123456789/94576 Заглавие документа: A model of the interbank interest rate and its application in liquidity management by the national bank of Belarus Авторы: Miksjuk, A. Аннотация: On the basis of the theoretical model proposed by W.Poole an econometric model of the Belarsian interbank market interest rate is formulated and estimated. The empirical results are used to conduct the analysis of the Belarusian interbank market, as well as to formulate policy recommendations for the liquidity management by the National Bank of Belarus. Fri, 01 Jan 2010 00:00:00 GMT https://elib.bsu.by:443/handle/123456789/94576 2010-01-01T00:00:00Z