Application of Financial Engineering Instruments in the Russian Automotive Industry

  •  A. A. Ajupov    
  •  A. A. Kurilova    
  •  D. U. Ivanov    


The problem of the reducing the financial risks faced by any company in the market economy. The automotiveindustry is also sensitive to currency and commodity risks. The article presents the economic and mathematicalmodel of the creation of option portfolios in the automotive industry, which allows to develop investment andspeculative strategies in the stock market, as well as the methods of hedging currency risks in the automotiveindustry, depending on the net position.

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