MOLIYAVIY BOZORLARNI STOXASTIK JARAYONLAR VA OPTIMALLASHTIRISH USULLARI YORDAMIDA MODELLASHTIRISH
Keywords:
stoxastik jarayon, moliyaviy bozor, optimallashtirish, risk, portfel, modellashtirish, investitsiyaAbstract
Ushbu maqolada moliyaviy bozorlarni matematik modellashtirishda stoxastik jarayonlar va optimallashtirish usullarining qo‘llanilishi ko‘rib chiqiladi. Moliyaviy aktivlar narxlarining tasodifiy o‘zgaruvchanligi stoxastik modellar orqali ifodalanadi. Shuningdek, portfelni optimallashtirish, riskni boshqarish va investitsion qarorlarni qabul qilishda matematik usullarning ahamiyati tahlil qilinadi. Maqolada zamonaviy moliyaviy matematika yondashuvlari va ularning amaliy qo‘llanilishi yoritilgan.
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