2.4. Review of type 4 solvable tasks
Here we use the following notations:
- SI — sources of income;
- PPI — payback period of investment.
General properties of this type tasks:
- physical nature of SI — securities;
- diversity of SI profitability — varying (see definit.);
- option of SI realization — on their definite profitability;
- option of accounting SI realization period:
- by its limitation (option 1);
- by setting its parameters (option 2);
- number of same-type SI purchased by one request — all;
- payback factor:
- absent (option 3);
- return on investment in absence of initial SI (option 4);
- return on initial SI cost in absence of investment (option 5);
- the need for statistical modeling:
- for options 2 and 3 (their conjunction) — not is;
- for other options — is.
Variant of task statement for option 3:
- number of investment options, for each of them are given:
- investment amount, which consists of two parts:
- investor's own funds;
- credit funds, involved by him;
- investment amount, which consists of two parts:
- interest rate on the loan;
- for option 1:
- deadline of realizing acquired SI;
- for option 2:
- control period of realizing acquired SI;
- maximum probability of incomplete realizing SI of each type during this period;
- number of SI types, for each of them are given:
- SI sample description;
- number of initial SI;
- minimum and permissible numbers of being acquired SI samples;
- cost of one SI;
- specific income (per time unit) from owning one SI;
- number of proceeds options for SI realization, for each of them are given:
- expected proceeds from realizing one SI (selling price);
- number of points of a tabular function of distributing a random time to the moment of entering a request for SI realization, for each of them are given:
- value of argument: a current time to entering a request for reasizing SI;
- value of function of this time distribution;
- for option 1 — markdown factor for remaining SI at their clearance sale.
Variant of task statement for option 4:
- investment amount, which consists of two parts:
- investor's own funds;
- credit funds, involved by him;
- interest rate on the loan;
- payback parameters:
- PPI;
- maximum and minimum values of a rate of return during PPI on the consumed investment amount;
- number of values of this rate;
- for option 1:
- deadline of realizing acquired SI;
- for option 2:
- control period of realizing acquired SI;
- maximum probability of incomplete realizing SI of each type during this period;
- number of SI types, for each of them are given:
- SI sample description;
- minimum and permissible numbers of being acquired SI samples;
- cost of one SI;
- specific income from owning one SI;
- number of proceeds options for SI realization, for each of them are given:
- expected proceeds from realizing one SI (selling price);
- number of points of a tabular function of distributing a random time to the moment of entering a request for SI realization, for each of them are given:
- value of argument: a current time to entering a request for reasizing SI;
- value of function of this time distribution;
- for option 1 — markdown factor for remaining SI at their clearance sale.
Variant of task statement for option 5:
- total cost of all initial SI;
- payback parameters:
- maximum and minimum values of PPI;
- number of PPI values;
- rate of return during PPI on the cost of all initial SI;
- for option 1:
- deadline of realizing acquired SI;
- for option 2:
- control period of realizing acquired SI;
- maximum probability of incomplete realizing SI of each type during this period;
- number of SI types, for each of them are given:
- SI sample description;
- number of initial SI;
- specific income from owning one SI;
- number of proceeds options for SI realization, for each of them are given:
- expected proceeds from realizing one SI (selling price);
- number of points of a tabular function of distributing a random time to the moment of entering a request for SI realization, for each of them are given:
- value of argument: a current time to entering a request for reasizing SI;
- value of function of this time distribution;
- for option 1 — markdown factor for remaining SI at their clearance sale.
Maximized quality criterion: absolute income from realization of SI and their previous exploitation.
