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dc.contributor.advisorMarti Pidelaserra, Jordi-
dc.contributor.advisorVives i Santa Eulàlia, Josep, 1963--
dc.contributor.authorPallarès Moreno, Clara-Agnès-
dc.descriptionTreballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2017, Director: Jordi Marti Pidelaserra i Josep Vives i Santa Eulàliaca
dc.description.abstract[en] Risk valuation has been becoming increasingly important over the last decades. As the financial environment has been becoming more complex it has made necessary to count on new tools to survive in it. In these work we aim to study the most popular measures of risks in the financial word. We will see how the use of such measures can have a huge impact on the global economy and therefore in our daily life and how some of such measures have shape our economic environments more than it may seem at first sight. We are going to explore Value at Risk, the role that it has played in the last economic crisis, and the reasons why it has played such a role. Furthermore we aim to explore which properties should a good measure of risk have and we will also study the Expected shortfall, a measure that meets such properties, unike VaR, and it is likely to become over the years the new benchmark. With all of that we get to see how the mathematical work ends up having a huge influence in our society and how important can be the development of theoretical results that give to all the economic agents tools to have a better control of risks and its impact in the world we
dc.format.extent54 p.-
dc.rightscc-by-nc-nd (c) Clara-Agnès Pallarès Moreno, 2017-
dc.subject.classificationAvaluació del risc-
dc.subject.classificationTreballs de fi de grau-
dc.subject.classificationAnàlisi de variànciaca
dc.subject.otherRisk assessment-
dc.subject.otherBachelor's thesis-
dc.subject.otherAnalysis of varianceen
dc.titleMesures de riscca
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques

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