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The Models of Pricing for the Financial Options as the Instruments of Risks Hedging
Kliuchka O. V., Bohrinovtseva L. M.

Kliuchka, Olha V., and Bohrinovtseva, Liudmyla M. (2019) “The Models of Pricing for the Financial Options as the Instruments of Risks Hedging.” Business Inform 2:390–395.
https://doi.org/10.32983/2222-4459-2019-2-390-395

Section: Finance, Money Circulation and Credit

UDC 336.764:338

Abstract:
The article is aimed at researching existing models of pricing in the market of financial options, considered as the risks hedging instruments. The methodological developments in the sphere of behavior of participants at the securities 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 options and the main features of trading with options at Ukrainian trading platforms are considered. The approach to evaluation of the national practice of functioning of the terminal market of securities is substantiated, opportunities and expediency of risks hedging by its participants through application of financial options and development of proposals on Improvement of relevant practices are identified.

Keywords: model, option, risks, financial option, hedging.

Formulae: 1. Bibl.: 11.

Kliuchka Olha V. – Candidate of Sciences (Economics), Associate Professor, Department of Financial Markets, National University of the State Fiscal Service of Ukraine (31 Universytetska Str., Irpіn, Kyiv region, 08201, Ukraine)
Email: [email protected]
Bohrinovtseva Liudmyla M. – Candidate of Sciences (Economics), Associate Professor, Department of Financial Markets, National University of the State Fiscal Service of Ukraine (31 Universytetska Str., Irpіn, Kyiv region, 08201, Ukraine)
Email: [email protected]

List of references in article

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Voronchenko, O. V. “Do pytannia vyznachennia sutnosti optsioniv ta yikh roli u strukturi finansovykh instrumentiv“ [To the question of the essence of options and their role in the structure of financial instruments]. Naukovi zapysky Instytutu zakonodavstva Verkhovnoi Rady Ukrainy (2016): 6-61.
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