ECONOMIC AND MATHEMATICAL MODEL OF FUTURES CONTRACTS

Анотація

In the article, the tendencies of the development of stock markets are considered. The study of stock markets today is gaining theoretical and practical importance. Financial markets are the basis of market relations and an important indicator of the state of the economy. The financial market not only directs the flow of funds from owners of savings to borrowers, but also determines the equilibrium price for goods In Ukraine recently, in connection with its inclusion in the world financial market system, there is an urgent need to study price dynamics in different segments of the stock market. At this stage, mathematical methods are being developed for irregular behavior in financial markets study. In this work, methods of nonlinear algebraic equations are used for forecasting the price of futures contracts. In these methods, nonlinear algebraic equations, also called equations with polynomials, are defined as equations with polynomials. Considered the method of price forecasting of futures contracts based on a nonlinear trend model quadratic parabola. Traditional methods of modelling the dynamics of stock market indicators, such as: stochastic and approach based on the theory of deterministic chaos, require additional research. Methods of stochastic analysis occupy an important place in modelling the pricing of various financial instruments. Despite the simplicity of the model, it has a significant drawback – the price of the asset can acquire negative values, which do not correspond to the economic content. The problem of correct description of stochastic variables corresponding to certain financial indicators is inherent in several other models. One of the ways to solve this problem is devoted to this article. The article develops a mathematical model of the dynamics of futures contracts in the financial market, which is based on a system of nonlinear differential equations. The algorithm of the developed scheme of adaptation model adaptation scheme. The mathematical model based on the theory of deterministic chaos. Calculations are carried out on the example of US coffee futures. The results of the calculations are provided.

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