title: Ð¦ÐµÐ½Ð¾Ð¾Ð±ÑÐ°Ð·Ð¾Ð²Ð°Ð½Ð¸Ðµ Ð¸ Ð²Ð¾Ð»Ð°ÑÐ¸Ð»ÑÐ½Ð¾ÑÑÑ Ð¾Ð¿ÑÐ¸Ð¾Ð½Ð¾Ð² Ð°Ð·Ð¸Ð°ÑÑÐºÐ¾Ð³Ð¾ ÑÐ¸Ð¿Ð°
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ°
titleType: Subtitle
Creators: name: ÐÐ½ÑÐ¾Ð½Ð¾Ð², ÐÐ°Ð»ÐµÐ½ÑÐ¸Ð½
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2018
Subjects: ÐÐ¾Ð½ÑÐµ-ÐÐ°ÑÐ»Ð¾ Ð¼ÐµÑÐ¾Ð´
ÐÐ¿Ð¿ÑÐ¾ÐºÑÐ¸Ð¼Ð°ÑÐ¸Ñ
Ð°Ð·Ð¸Ð°ÑÑÐºÐ¸Ð¹ Ð¾Ð¿ÑÐ¸Ð¾Ð½
ÑÐµÐ½Ð¾Ð¾Ð±ÑÐ°Ð·Ð¾Ð²Ð°Ð½Ð¸Ðµ
Ð²Ð¾Ð»Ð°ÑÐ¸Ð»ÑÐ½Ð¾ÑÑÑ

description: ÐÐ±ÑÐµÐºÑÐ¾Ð¼ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ ÑÐ²Ð»ÑÐµÑÑÑ Ð°Ð·Ð¸Ð°ÑÑÐºÐ¸Ð¹ Ð¾Ð¿ÑÐ¸Ð¾Ð½Ð½ÑÐ¹ ÐºÐ¾Ð½ÑÑÐ°ÐºÑ ÐÐ¾Ð»Ð» ÐµÐ²ÑÐ¾Ð¿ÐµÐ¹ÑÐºÐ¾Ð³Ð¾ ÑÐ¸Ð¿Ð° Ñ Ð¿ÐµÑÐ¸Ð¾Ð´Ð¾Ð¼ ÑÑÑÐµÐ´Ð½ÐµÐ½Ð¸Ñ 7 Ð´Ð½ÐµÐ¹. Ð¦ÐµÐ»ÑÑ Ð²ÑÐ¿ÑÑÐºÐ½Ð¾Ð¹ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð¾Ð¹ ÑÐ°Ð±Ð¾ÑÑ ÑÐ²Ð»ÑÐµÑÑÑ Ð¾Ð¿ÑÐµÐ´ÐµÐ»ÐµÐ½Ð¸Ðµ Ð½Ð°Ð¸Ð»ÑÑÑÐµÐ¹ Ð¼Ð¾Ð´ÐµÐ»Ð¸ ÑÐµÐ½Ð¾Ð¾Ð±ÑÐ°Ð·Ð¾Ð²Ð°Ð½Ð¸Ñ Ð°Ð·Ð¸Ð°ÑÑÐºÐ¾Ð³Ð¾ Ð¾Ð¿ÑÐ¸Ð¾Ð½Ð° Ñ ÑÐ°Ð·Ð½ÑÐ¼Ð¸ ÑÑÐµÐ½Ð°ÑÐ¸ÑÐ¼Ð¸ Ð²Ð¾Ð»Ð°ÑÐ¸Ð»ÑÐ½Ð¾ÑÑÐ¸.
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description: The object of the study is an Asian option contract Call of the European type with an averaging period of 7 days.
The goal of the final qualification paper is to determine the best pricing model for an Asian option with different volatility scenarios.
The paper proposes a comparison of pricing models of the Asian Call option with different volatility scenarios. Calculated examples are simulated, on the basis of which the work of pricing models is demonstrated. The option values are simulated under different volatility scenarios and the results are compared with the true values.
According to the calculations carried out, an analysis was made of the divergence of the pricing models of the Asian option with different volatility scenarios.
Using the results of this work will help investors to correctly determine the pricing of the Asian market in any volatility scenario in the real market.