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Present value of firm in case of correlated defaults 公司在相关违约情况下的现值
Lietuvos Matematikos Rinkinys Pub Date : 2023-09-21 DOI: 10.15388/lmr.2006.30731
Mantas Valužis
{"title":"Present value of firm in case of correlated defaults","authors":"Mantas Valužis","doi":"10.15388/lmr.2006.30731","DOIUrl":"https://doi.org/10.15388/lmr.2006.30731","url":null,"abstract":"In this article, the valuation of firm’s present value in case of correlated defaults is studied. We showed that the valuation of portfolio credit risk can be interpreted as a valuation of the multiple contingent option. In this article, some results for valuation of multiple contingent options are generalized in case of stochastic barriers and the financial interpretation is given. Also, the modelling of other financial risks, notably, the market risk (the change of debt value) and the operational risk (the adequacy of selected credibility criteria) are included in these theorems. Using the principle of conservatism in credit risk assessment, the debtor credibility, the debt value and the firm value are assumed to follow geometric Wiener process.","PeriodicalId":33611,"journal":{"name":"Lietuvos Matematikos Rinkinys","volume":"38 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136238267","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Mathematics for business and management studies 商业和管理研究的数学
Lietuvos Matematikos Rinkinys Pub Date : 2023-09-21 DOI: 10.15388/lmr.2006.30625
Jovita Saldauskienė
{"title":"Mathematics for business and management studies","authors":"Jovita Saldauskienė","doi":"10.15388/lmr.2006.30625","DOIUrl":"https://doi.org/10.15388/lmr.2006.30625","url":null,"abstract":"There is not abstract.","PeriodicalId":33611,"journal":{"name":"Lietuvos Matematikos Rinkinys","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136239006","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On Runge–Kutta-type methods for solving multidimensional stochastic differential equations 求解多维随机微分方程的龙格-库塔型方法
Lietuvos Matematikos Rinkinys Pub Date : 2023-09-21 DOI: 10.15388/lmr.2006.30800
Jurgis Navikas
{"title":"On Runge–Kutta-type methods for solving multidimensional stochastic differential equations","authors":"Jurgis Navikas","doi":"10.15388/lmr.2006.30800","DOIUrl":"https://doi.org/10.15388/lmr.2006.30800","url":null,"abstract":"There is not abstract.","PeriodicalId":33611,"journal":{"name":"Lietuvos Matematikos Rinkinys","volume":"342 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136238642","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the uniform distribution of endomorphisms of s-dimensional torus, II 关于s维环面自同态的均匀分布，2
Lietuvos Matematikos Rinkinys Pub Date : 2023-09-21 DOI: 10.15388/lmr.2006.30565
Birutė Kryžienė, Gintautas Misevičius
{"title":"On the uniform distribution of endomorphisms of s-dimensional torus, II","authors":"Birutė Kryžienė, Gintautas Misevičius","doi":"10.15388/lmr.2006.30565","DOIUrl":"https://doi.org/10.15388/lmr.2006.30565","url":null,"abstract":"There is not abstract.","PeriodicalId":33611,"journal":{"name":"Lietuvos Matematikos Rinkinys","volume":"159 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136239921","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Problems in realizing study models on mathematics 数学学习模式实现中的问题
Lietuvos Matematikos Rinkinys Pub Date : 2023-09-21 DOI: 10.15388/lmr.2006.30614
Regina Novikienė, Nijolė Čiučiulkienė
{"title":"Problems in realizing study models on mathematics","authors":"Regina Novikienė, Nijolė Čiučiulkienė","doi":"10.15388/lmr.2006.30614","DOIUrl":"https://doi.org/10.15388/lmr.2006.30614","url":null,"abstract":"The reflective study models are quite frequent and well analyzed in the scientific literature. Still their realization premises being different in many countries keep forming a scientific issue which needs a special attention, especially in learning mathematics. In this context there arises a problem question: what are the realization limitations of the traditional and reflective mathematics learning models?The research paper consists of two parts. The first part clears a problems of the realization a traditional study model. The second part clears out the possible realization limitations of the above mentioned model in Lithuanian context.
","PeriodicalId":33611,"journal":{"name":"Lietuvos Matematikos Rinkinys","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136239925","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Trijų krypčių priverstinės sinchronizacijos sistemos matematinio modelio sudarymas ir tyrimas 三向强制同步系统数学模型的开发与研究
Lietuvos Matematikos Rinkinys Pub Date : 2023-09-21 DOI: 10.15388/lmr.2006.30753
Violeta Borsuk, Jonas Rimas
{"title":"Trijų krypčių priverstinės sinchronizacijos sistemos matematinio modelio sudarymas ir tyrimas","authors":"Violeta Borsuk, Jonas Rimas","doi":"10.15388/lmr.2006.30753","DOIUrl":"https://doi.org/10.15388/lmr.2006.30753","url":null,"abstract":"Investigation of the threedirectional forced synhronization system, composed of four oscillators, is carried out. The exact expressions of the step responses functions for the synchronization system are derived and the transition process in the system is analysed.","PeriodicalId":33611,"journal":{"name":"Lietuvos Matematikos Rinkinys","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136240097","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Visualisation of nucleotide sequences 核苷酸序列可视化
Lietuvos Matematikos Rinkinys Pub Date : 2023-09-21 DOI: 10.15388/lmr.2006.30765
Tomas Rekašius
{"title":"Visualisation of nucleotide sequences","authors":"Tomas Rekašius","doi":"10.15388/lmr.2006.30765","DOIUrl":"https://doi.org/10.15388/lmr.2006.30765","url":null,"abstract":"The paper reviews the visualisation problems of genetic sequences and of their analysis results as well as other related problems. A possible formulation of the problem based on similarity, complexity measure (distance) between DNA sequences is proposed. It is solved by making use of multidimensional scaling (MDS) of principal component analysis (PCA) methods.","PeriodicalId":33611,"journal":{"name":"Lietuvos Matematikos Rinkinys","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136240102","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
More simple solution of not so simple problems – how does it happen? 用更简单的方法解决不那么简单的问题——它是如何发生的?
Lietuvos Matematikos Rinkinys Pub Date : 2023-09-21 DOI: 10.15388/lmr.2006.30604
Romualdas Kašuba
{"title":"More simple solution of not so simple problems – how does it happen?","authors":"Romualdas Kašuba","doi":"10.15388/lmr.2006.30604","DOIUrl":"https://doi.org/10.15388/lmr.2006.30604","url":null,"abstract":"Several non-standard problems are regarded and the possibilities of simple approaching to their solution are regarded and discussed.","PeriodicalId":33611,"journal":{"name":"Lietuvos Matematikos Rinkinys","volume":"76 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136240335","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Akselerometrų taikymo matematinis modelis 加速度计应用数学模型
Lietuvos Matematikos Rinkinys Pub Date : 2023-09-21 DOI: 10.15388/lmr.2006.30741
Vincas Benevičius, Narimantas Listopadskis
{"title":"Akselerometrų taikymo matematinis modelis","authors":"Vincas Benevičius, Narimantas Listopadskis","doi":"10.15388/lmr.2006.30741","DOIUrl":"https://doi.org/10.15388/lmr.2006.30741","url":null,"abstract":"The positioning problem considered in this paper is an attempt to find system’s of a few points position using accelerations. Today’s industry provides with various types of accelerometers suitable for acceleration measure. That data may be used to trace object movement.Final results showed that such movement trace is possible and may be applicable. The results also showed origins for errors which according to the results, are quite high globally. The final conclusion follows: the model created must be analized further in a deeper level, and error origins must be eliminated or at least minimized by either chosing different solving or modeling methods, either by revising used ones.","PeriodicalId":33611,"journal":{"name":"Lietuvos Matematikos Rinkinys","volume":"79 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136240343","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Analysis of passivity problems in the baltic equity market 波罗的海股票市场被动性问题分析
Lietuvos Matematikos Rinkinys Pub Date : 2023-09-21 DOI: 10.15388/lmr.2006.30729
Igoris Belovas, Audrius Kabašinskas, Leonidas Sakalauskas
{"title":"Analysis of passivity problems in the baltic equity market","authors":"Igoris Belovas, Audrius Kabašinskas, Leonidas Sakalauskas","doi":"10.15388/lmr.2006.30729","DOIUrl":"https://doi.org/10.15388/lmr.2006.30729","url":null,"abstract":"The Baltic States equity market is a challenge for investors and financial analysts. Unfortunately strong assivity is observed in ``young'' markets, therefore any (Gaussian, α-stable etc) distribution fitting tests (Anderson–Darling, Kolmogorov–Smirnov, etc.) are poorly applicable. Improvement based on mixed distributions is proposed and its adequacy in the Baltic States market is tested. In this paper we use Koutrouvelis goodness-of-fit test and modified χ2 test.","PeriodicalId":33611,"journal":{"name":"Lietuvos Matematikos Rinkinys","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136240358","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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