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http://hdl.handle.net/2445/135561Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Márquez, David (Márquez Carreras) | - |
| dc.contributor.advisor | Sáez Madrid, José B. | - |
| dc.contributor.author | Castells Benet, Sergi | - |
| dc.date.accessioned | 2019-06-20T08:11:25Z | - |
| dc.date.available | 2019-06-20T08:11:25Z | - |
| dc.date.issued | 2019-01-18 | - |
| dc.identifier.uri | http://hdl.handle.net/2445/135561 | - |
| dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: David Márquez i José B. Sáez Madrid | ca |
| dc.description.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. | ca |
| dc.format.extent | 65 p. | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | eng | ca |
| dc.rights | cc-by-nc-nd (c) Sergi Castells Benet, 2019 | - |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
| dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | - |
| dc.subject.classification | Valors | ca |
| dc.subject.classification | Treballs de fi de grau | - |
| dc.subject.classification | Actius financers derivats | ca |
| dc.subject.classification | Arbitratge (Borsa) | ca |
| dc.subject.classification | Presa de decisions (Estadística) | ca |
| dc.subject.classification | Matemàtica financera | ca |
| dc.subject.other | Securities | en |
| dc.subject.other | Bachelor's theses | - |
| dc.subject.other | Derivative securities | en |
| dc.subject.other | Arbitrage | en |
| dc.subject.other | Statistical decision | en |
| dc.title | Optimal portfolios ans pricing models | ca |
| dc.type | info:eu-repo/semantics/bachelorThesis | ca |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
| Appears in Collections: | Treballs Finals de Grau (TFG) - Matemàtiques | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 135561.pdf | Memòria | 2.45 MB | Adobe PDF | View/Open |
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