sciresНаучные исследования экономического факультета. Электронный журналScientific Research of Faculty of Economics. Electronic Journal2078-3809Moscow State University10.38050/2078-3809-2020-12-1-31-36scires-142Research ArticleФИНАНСОВАЯ ЭКОНОМИКАFINANCIAL ECONOMICSФункция полезности в задаче описания поведения покупателя на финансовом рынкеUtility Function in the Problem of Describing Buyer Behavior on the Financial MarketНиколаенкоД. Н.NikolaenkoD. N.

Николаенко Дмитрий Николаевич – Аспирант, Экономический факультет

г. Москва

Dmitriy N. Nikolaenko – PhD student, Faculty of Economics

Moscow

artamonov@econ.msu.ruМГУ имени М.В. ЛомоносоваРоссияLomonosov Moscow State UniversityRussian Federation2020280320201213136Copyright © Николаенко Д.Н., 20202020Николаенко Д.Н.Nikolaenko D.N.Данная работа распространяется под лицензией Creative Commons Attribution 4.0.This work is licensed under a Creative Commons Attribution 4.0 License.https://scires.elpub.ru/jour/article/view/142

В работе обосновывается вид функции ожидаемой полезности и оптимизационной задачи, описывающей поведение покупателя на финансовом рынке. Данный результат можно считать первым шагом для применения теоретико-игровых методов для описания процессов, происходящих на финансовом рынке.

In the paper a utility function which describes a behaviour of a buyer on a financial market is derived. The obtained result is a first step towards an application of the game theory to description of processes taking place on a financial.

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The authors declare that there are no conflicts of interest present.