Value-at-risk (VaR) model as a tool to estimate market risk is considered in the thesis. It is a statistical model defined as the maximum future loss due to likely changes in the value of financial assets portfolio during a certain period with a certain probability. A new definition of the...

Biosensor mathematical and computer modeling is an important task for the development of new biosensors and for the improvement of the existing ones. Objects of this study are mathematical and numerical models which describe operation of novel lipase activity assessment biosensors and...