Izvestiya of Saratov University.
ISSN 1994-2540 (Print)
ISSN 2542-1956 (Online)


дюрация

The Mathods of Financial Risk’s Valuing

This paper is devoted to the financial risk’s valuing by mathematics’ methods. Is studied statistic’s methods based at valuing financial indexes fluctuation’s scale. The weighted periods of financial instruments are analyzed. Is suggested the index’s calculation for financial portfolio. Considered the problem of uniform portfolio risk’s minimizing.