π-Economy π-Economy 2782-6015 27 Forecasting interest rates on the basis  of the theory of deterministic chaos for the risk management of commercial bank Прогнозирование процентных ставок  на основе теории детерминированного хаоса для управления риском коммерческого банка Pervadchuk Vladimir pervadchuk@mail.ru Galkin Dmitry olga@pstu.ru Shumkova Daria shumkova_darya@mail.ru 10 06 2012 3 149 144 150

The article presents a comprehensive study to develop an adequate mathematical model for predicting the base interest rate based on the theory of deterministic chaos, and then create it based on the techniques for managing interest rate risk.

 MATHEMATICAL MODELING FORECASTING INTEREST RATES MANAGEMENT DETERMINISTIC CHAOS