Forecasting the bank resources dynamics by Monte Carlo method
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 9 (2006) no. 4, pp. 369-378 Cet article a éte moissonné depuis la source Math-Net.Ru

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Bank liquidity is predicted on the basis of mathematical model of bank account by Monte Carlo method. Various statistical characteristics of bank profit and risk are calculated.
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A. V. Fedotov. Forecasting the bank resources dynamics by Monte Carlo method. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 9 (2006) no. 4, pp. 369-378. http://geodesic.mathdoc.fr/item/SJVM_2006_9_4_a4/

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