MOLIYAVIY XATARLARNI BAHOLASHDA EHTIMOLLAR NAZARIYASINING TATBIQI VA MATEMATIK MODELLASHTIRISH

Authors

  • Ergasheva Nafisa Baxriddinovna Author
  • Mirzaqobilov Abduzazizbek Author
  • Boymurodov Ozodbek Author

Keywords:

moliyaviy xatar, ehtimollar nazariyasi, matematik kutilma, dispersiya, VaR modeli

Abstract

Ushbu maqolada moliyaviy bozorlardagi noaniqlik sharoitida xatarlarni baholashning matematik usullari tadqiq etiladi. Ehtimollar nazariyasining asosiy ko‘rsatkichlari bo‘lgan matematik kutilma, dispersiya va normal taqsimot qonuniyatlarining moliyaviy risk-menejmentdagi o‘rni tahlil qilingan. Shuningdek, Value at Risk (VaR) va Monte-Karlo simulyatsiyasi kabi zamonaviy metodlarning afzalliklari ko‘rib chiqilgan.

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References

Hull, J. C. (2021). Risk Management and Financial Institutions (5th ed.). Wiley.

Jorion, P. (2007). Value at Risk: The New Benchmark for Managing Financial Risk. McGraw-Hill Education.

Markowitz, H. M. (1952). Portfolio Selection. The Journal of Finance, 7(1), 77–91. https://doi.org/10.2307/2975974

Ross, S. M. (2019). Introduction to Probability Models (12th ed.). Academic Press.

lVasilev, V. A. (2020). Probability Theory in Financial Analysis. Science Publishing.

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Published

2026-04-20

Conference Proceedings Volume

Vol. 1 No. 1 (2026): RAQAMLI JAMIYATDA FAN VA TA’LIMNING INTEGRATSIYALALASHUVI: MATEMATIKA, IQTISOD, PEDAGOGIKA VA PSIXOLOGIYANING YANGI YONDASHUVLARI mavzusidagi Respublika ilmiy-texnik anjuman (2026-yil 20-21-aprel)

Section

Articles

License

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

How to Cite

Ergasheva , N., Mirzaqobilov , A., & Boymurodov , O. (2026). MOLIYAVIY XATARLARNI BAHOLASHDA EHTIMOLLAR NAZARIYASINING TATBIQI VA MATEMATIK MODELLASHTIRISH. Scientific Practical Conference, 1(1), 263-265. https://d-pressa.com/index.php/spc/article/view/1280