Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/135561
Title: Optimal portfolios ans pricing models
Author: Castells Benet, Sergi
Director/Tutor: Márquez, David (Márquez Carreras)
Sáez Madrid, José B.
Keywords: Valors
Treballs de fi de grau
Actius financers derivats
Arbitratge (Borsa)
Presa de decisions (Estadística)
Matemàtica financera
Securities
Bachelor's thesis
Derivative securities
Arbitrage
Statistical decision
Issue Date: 18-Jan-2019
Abstract: [en] This final degree project aims to introduce the bases of portfolio theory in order to understand mathematical and economic foundations which are used in optimal portfolios models. So it will be seen the models of Markowitz, Sharpe, the Capital Asset Pricing Model and the Arbitrage Pricing Theory in a theoretical way and in a practical case, so all the models can be embraced.
Note: Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: David Márquez i José B. Sáez Madrid
URI: http://hdl.handle.net/2445/135561
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques

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