LLC "RISKFIN" has started to work on modernization of the software package "RISKFIN. FAUR" associated with changes in applicable models to predict the expected value of financial instruments.
As a result of this modernization, the valuation of option contracts will be based on the prediction of the expected future value of the underlying asset and its volatility, in accordance with the approach described in the article of Farrahov I.T. "Pricing options. New count."