title: ÐÐ¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ñ ÑÑÑÐ°ÑÐµÐ³Ð¸Ð¸ Ð´Ð»Ñ Ñ ÐµÐ´Ð¶Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ ÑÐ¸ÑÐºÐ¾Ð² Ñ Ð¿Ð¾Ð¼Ð¾ÑÑÑ Ð¾Ð¿ÑÐ¸Ð¾Ð½Ð½ÑÑ ÐºÐ¾Ð½ÑÑÐ°ÐºÑÐ¾Ð² Ð½Ð° ÑÐ¾ÑÑÐ¸Ð¹ÑÐºÐ¾Ð¼ ÑÐ¾Ð½Ð´Ð¾Ð²Ð¾Ð¼ ÑÑÐ½ÐºÐµ
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ°
titleType: Subtitle
title: Optimization of a strategy for hedging risks using option contracts on the Russian stock market
Creators: name: ÐÐµÐºÐ¸ÑÐµÐ², Ð¡ÐµÑÐ³ÐµÐ¹
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: 2024
Subjects: Ð´ÐµÑÐ¸Ð²Ð°ÑÐ¸Ð²Ñ
Ð¿ÑÐ¾Ð¸Ð·Ð²Ð¾Ð´Ð½ÑÐµ ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²ÑÐµ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÑ
Ð¾Ð¿ÑÐ¸Ð¾Ð½Ñ
Ñ ÐµÐ´Ð¶Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ
ÑÐ¾Ð½Ð´Ð¾Ð²ÑÐµ ÑÑÐ½ÐºÐ¸
ÑÑÑÐ°ÑÐµÐ³Ð¸Ð¸ Ñ ÐµÐ´Ð¶Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ
derivatives
derivative financial instruments
options
hedging
stock markets
hedging strategies

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description: The purpose of the study is to develop and test strategies for hedging risks using option contracts in relation to the Russian stock market to identify the most optimal one. The object of research is the Russian stock market. The subject of the study is the results of applying strategies for hedging risks using option contracts applied to the Russian stock market. The main tasks solved in this work: - analyze the main types of option contracts, their properties, characteristics and pricing models; - analyze the leading existing strategies for hedging risks using option contracts; - simulate the state of the Russian stock market for the period from 2014 to 2023 using strategies selected for hedging risks using option contracts; - describe the results obtained during testing strategies and identify the most and least effective of them. The relevance of the work is determined by its practical orientation in a volatile market. The sources of information were various scientific works in Russian and foreign languages. All calculations described in the presented work were carried out using the MS Office package (Excel). Data collection for calculations was carried out using the Python programming language.