Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/122114| Title: | Modelos estocásticos con tipo de interés |
| Author: | Juvanteny Astigarra, Eudald |
| Director/Tutor: | Corcuera Valverde, José Manuel |
| Keywords: | Finances Treballs de fi de grau Processos estocàstics Interès Bons Opcions (Finances) Models matemàtics Finance Bachelor's theses Stochastic processes Interest Bonds Options (Finance) Mathematical models |
| Issue Date: | 29-Jun-2017 |
| Abstract: | [en] The last few years, financial quantitative analysts have used more sophisticates mathematical concepts, such as martingales or stochastic integration, in order to describe the behavior of markets or to derive computing methods. The objective of this project is to give an introduction to the probabilistic techinques required to study the behavior of the bonds and other contracts that have bonds as underlying stock. |
| Note: | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2017, Director: José Manuel Corcuera Valverde |
| URI: | http://hdl.handle.net/2445/122114 |
| Appears in Collections: | Treballs Finals de Grau (TFG) - Matemàtiques |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| memoria.pdf | Memòria | 379.42 kB | Adobe PDF | View/Open |
This item is licensed under a
Creative Commons License
