Моделі ціноутворення фінансових опціонів як інструментів хеджування ризиків (Свідоцтво про реєстрацію авторського права на твір № 93667)

Abstract

The article is aimed at researching existing models of pricing in the market of financial options, considered as the risks hedging instruments. The meth¬odological developments in the sphere of behavior of participants at the se¬curities market are analyzed and existing models of pricing in the market of financial options are explored. Nowadays, the Ukrainian market of trade with financial derivatives along with pricing on them develops fragmentary, which impedes its rapid development. The most common models of pricing for op¬tions and the main features of trading with options at Ukrainian trading plat¬forms are considered. The approach to evaluation of the national practice of functioning of the terminal market of securities is substantiated, opportuni¬ties and expediency of risks hedging by its participants through application of financial options and development of proposals on Improvement of relevant practices are identified.