2.4. Review of type 4 solvable tasks

     Here we use the following notations:

  • SIsources 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;
  • 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.