OB-HAVO HOSILALARINING OQILONA NARXINI MODELLASHTIRISH
This article examines mathematical models for assessing the fair value of derivatives
(financial instruments) using multi-year weather data. Temperature data from the
meteorological station at Islam Karimov International Airport in Tashkent over the
past 30 years were utilized for derivative valuation. The study analyzes numerical
results obtained through certain mathematical models for determining the fair value
of derivatives. The modeling and result analysis were carried out using the MINITAB
software package and the Borland Delphi programming language.
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