THE İMPORTANT ROLE OF PROBABİLİTY THEORY AND MATHEMATİCAL STATİCS İN THE DEVELOPMENT OF FİNANCİAL AND İNVESMENT ANALYSİS
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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.
Açar sözlər
#Probability theory
#Mathematical statistics
#Financial analysis
#İnvestment decisions
#Risk management
#Stochastic models
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THE İMPORTANT ROLE OF PROBABİLİTY THEORY AND MATHEMATİCAL STATİCS İN THE DEVELOPMENT OF FİNANCİAL AND İNVESMENT ANALYSİS
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.
AÇAR SÖZLƏR
Probability theory
Mathematical statistics
Financial analysis
İnvestment decisions
Risk management
Stochastic models
Ədəbiyyat Siyahısı (13)
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- Shreve, S. (2004). Stochastic Calculus for Finance I & II. Springer.
Məqaləyə İstinad Formatları
APA 7TH EDITION
Sadigova, R. (2025). THE İMPORTANT ROLE OF PROBABİLİTY THEORY AND MATHEMATİCAL STATİCS İN THE DEVELOPMENT OF FİNANCİAL AND İNVESMENT ANALYSİS. NAXÇIVAN DÖVLƏT UNİVERSİTETİNİN ELMİ ƏSƏRLƏRİ, 13(3), 133-136.
VANCOUVER
Sadigova R. THE İMPORTANT ROLE OF PROBABİLİTY THEORY AND MATHEMATİCAL STATİCS İN THE DEVELOPMENT OF FİNANCİAL AND İNVESMENT ANALYSİS. NAXÇIVAN DÖVLƏT UNİVERSİTETİNİN ELMİ ƏSƏRLƏRİ. 2025;13(3):133-136.
CHICAGO MANUAL OF STYLE
Sadigova, Rahima. "THE İMPORTANT ROLE OF PROBABİLİTY THEORY AND MATHEMATİCAL STATİCS İN THE DEVELOPMENT OF FİNANCİAL AND İNVESMENT ANALYSİS." NAXÇIVAN DÖVLƏT UNİVERSİTETİNİN ELMİ ƏSƏRLƏRİ 13, no. 3 (2025): 133-136.