Expectations in the FX Market Adjusted for Risk Perception

Student: Shanidze Daniil

Supervisor: Vladimir R. Evstigneev

Faculty: Faculty of World Economy and International Affairs

Educational Programme: World Economy (Bachelor)

Year of Graduation: 2017

Our research is deovted to the obtaining of the analytical form of the equation that allow us to estimate how expectations in the FX market change under certain preference restrictions. Thus we managed to find drift and diffusion functions of Fokker-planck, which include atitude towards risk.

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