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NAXÇIVAN DÖVLƏT UNİVERSİTETİNİN ELMİ ƏSƏRLƏRİ

THE İMPORTANT ROLE OF PROBABİLİTY THEORY AND MATHEMATİCAL STATİCS İN THE DEVELOPMENT OF FİNANCİAL AND İNVESMENT ANALYSİS

Rahima Sadigova(ORCID: 0009-0008-8764-0276)

İl: 2025 | Cildlər: 13 |Səhifə: 133-136

Xülasə

This article examines the importance of probability theory and mathematical statistics in financial and investment analysis. Probability theory supports financial decision-making under uncertainty, determines the risk-return relationship of assets, and is applied in approaches such as Markowitz portfolio theory and the Black-Scholes model. Mathematical statistics, on the other hand, play an important role in the analysis, forecasting, and risk management of financial markets. Models such as ARIMA, GARCH, and VAR are used to analyze market volatility. Probability theory and statistical methods play a key role in risk management, with the VAR method in particular being widely used. Consequently, research and development in these areas ensures that financial decisions are more accurate and effective.

article.keywords: Probability theory, Mathematical statistics, Financial analysis, İnvestment decisions, Risk management, Stochastic models

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