Forecasting interest rates on the basis  of the theory of deterministic chaos for the risk management of commercial bank

Risk-management and economic safety
Authors:
Pervadchuk Vladimir P. Galkin Dmitry E. Shumkova Daria B.
Abstract:

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.