Time evolution of parameterizing functions and forecasting the exchange rates of emerging markets’ currencies

Student: Biryukov Pavel

Supervisor: Vladimir R. Evstigneev

Faculty: Faculty of World Economy and International Affairs

Educational Programme: Master

Year of Graduation: 2014

In this work nonlinear Fokker-Planck (F-P) equation degrees will be used as parameters to the structure of the financial market pricing process. These indicators will be used to construct solutions of the F-P equation in form of the probability density function of the pricing process. The practical application of this approach is the ability to evaluate an indicator that corresponds with the stable and volatile conditions of the financial markets.

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