NEW APPROACHES TO INVESTMENT ANALYSIS ON HIGH RISKY FINANCIAL MARKETS

A new type of risk assessment is introduced and substantiated - the risk ratio, as well as its relationship with the prices of a special financial instrument - a binary option - in high-risk financial markets. The peculiarities of risk coefficient calculation in the conditions of subjective-probabilistic and financial modeling are considered. The asymptotic stability of risk assessments in efficient financial markets is proved.

Related Organizations

Kyiv National University of Trade and Economics
Ukraine

Keywords

risk ratio, binary options, financial modeling, high-risk financial markets, subjective-probabilistic modeling.

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