OB-HAVO HOSILALARINING OQILONA NARXINI MODELLASHTIRISH
Ushbu maqolada ko’p yillik ob-havo harorati ko’rsatkichlari yordamida hosilalarning
(xosilaviy qimmatbaho qog’ozlar) oqilona narxini baholash uchun matematik
modellar o’rganilgan. Hosilalar narxini baholashda Toshkent shahridagi I.Karimov
nomidagi xalqaro aeroport ob-havo stansiyasining so’ngi 30 yillik harorat
ko’rsatkichlari olingan. Shuningdek, maqolada hosilalarning oqilona narxini bir
necha matematik modellar yordamida olingan natijalar sonli va grafiklarda tahlil
qilingan. Bu natijalarni olish va ularni tahlil qilishda MINITAB paketi va Borland
Delphi dasturlash tillaridan foydalanildi.
1. Alaton P., Djehiche B., Stilberger D. On modeling and pricing weather derivatives.
Applied Mathematical Finance, 9(1), 1-20, 2002.
2. Ñîáîëü È.Ì. ×èñëåííûå ìåòîäû Ìîíòå-Êàðëî. - Ì.: Íàóêà, 1973. - 312. c.
3. Áàéäåí Ñ., Ñìèðíîâà Í. Ïîãîäíûå äåðèâàòèâû â ýëåêòðîýíåðãåòèêå. ÝíåðãîÐûíîê,
3, 2006.
4. Åðìàêîâ Ñ.Ì., Ìèõàéëîâ À.Ã., Ñòàòèñòè÷åñêîå ìîäåëèðîâàíèå. Ì., Íàóêà, 1982.
5. Glasserman R. Monte Karlo methods in finansial enginering. Series: Stochastic Modelling
and Applied Probablity, 53. Springer., 2003.
6. A. Rasulov and M. Bakoev. Variance reduction techniques in pricing weather derivatives.
Proceedings of the 4th International Conference on Computer Science and Computational
mathematics (ICCSCM 2015), 2:225’232, 2015.
7. Ðàèìîâà Ã.Ì. Ñïîñîáû ïîíèæåíèÿ äèñïåðñèè ïðè îöåíèâàíèå ñòîèìîñòè ïîãîäíûõ
îïöèîíîâ, Ì., Ïðèêëàäíàÿ ýêîíîìåòðèêà, 1(21), 201, Ñòð.3-15
8. A.S. Rasulov, M.T. Bakoyev, and M.Y. Rahmatov. Monte carlo method for
the calculation the price of multi-asset options. In Published by the American
Institute of Physics, editor, AIP Conference Proceedings 1978, 460006 (2018); doi:
10.1063/1.5044068 View online: https://doi.org/10.1063/1.5044068 View Table of
Contents: http://aip.scitation.org/toc/apc/1978/1, pages 340’344, USA, 2018. Published
by the American Institute of Physics.
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