About One of the Methods of Hedging Financial Market Model and It’s Realization in a Program Complex
Key words: modeling of the financial markets, approximate hedging, completeness of the markets, financial obligation, martingalny measures
Annotation: In the presented article the method of approximate hedging of the financial market developed by the author by means of special the haarovskikh of interpolation is considered. The computing procedures corresponding to the entered models of the financial market are developed and realized in the form of the program complex "Approximate Hedging". The program complex allows to calculate components of the hedging portfolio within the interpolating market for any financial obligations.
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