Novak Sergiy M. - In: Business Inform (2013) 11, pp. 70-75
counter-agents. The methods are based on the mathematical model of micro-structure of the inter-bank currency market. The key …, contingent of counter-agents, quotation policy, main parameters of the currency market - spread and volatility of quotations and … of currency risks and market environment of the bank. On the basis of the developed mathematical model the article …