Geodesic
Forecasting the bank resources dynamics by Monte Carlo method
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 9 (2006) no. 4, pp. 369-378 
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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     title = {Forecasting the bank resources dynamics by {Monte} {Carlo} method},
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     pages = {369--378},
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     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_2006_9_4_a4/}
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Voir la notice de l'article provenant de la source Math-Net.Ru

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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