Simulation Modelling of Market of Derivative Financial Instruments
Olena Stashchuk1, Nataliia Bazhanova2, Maksym Marych3, Liubov Shevtsiv4, Olena Tarasova5, Olga Purtskhvanidze6
1Olena Stashchuk*, the Finance and Credit Department, Lesya Ukrainka Eastern European National University, Lutsk, Ukraine.
2Nataliia Bazhanova, Department of Economics and Finance, Ternopil Ivan Puluj National Technical University, Ternopil, Ukraine.
3Maksym Marych, Department of Public, Corporate Finances and Financial Mediation, Yuriy Fedkovych Chernivtsi National University, Chernivtsi, Ukraine.
4Liubov Shevtsiv, Department of Accounting and Auditing, Ivan Franko National University of Lviv, Lviv, Ukraine.
5Olena Tarasova, Department of Accounting and Auditing, Odessa National Academy of Food Technologies, Odessa, Ukraine.
6Olga Purtskhvanidze, Department of Management and Logistic, Odessa National Academy of Food Technologies, Odessa, Ukraine.

Manuscript received on November 17., 2019. | Revised Manuscript received on November 24 2019. | Manuscript published on 30 November, 2019. | PP: 12581-12585 | Volume-8 Issue-4, November 2019. | Retrieval Number: D9881118419/2019©BEIESP | DOI: 10.35940/ijrte.D9881.118419

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Abstract: The complexity and complexity of the derivatives market requires a special approach to analysis and forecasting. To this end, the article discusses the method of simulation of the derivatives market using open-source software. The article describes the approach to creating a model simulating the behaviour of agents in the derivatives market. Possible options for setting parameters and tracking changes in key indicators are described. The model complex for simulating the work of the market of derivatives described in the article is also possible to implement using software methods and implement it in other algorithms, without compromising its functionality. The article describes the modelling of standard situations in the market, however, the flexibility of settings allows you to simulate any necessary task.
Keywords: Derivative Financial Instruments, Financial Market, Modelling, Simulation.
Scope of the Article: Industrial, Financial and Scientific Applications of All Kind.