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dc.contributor.advisorMárquez, David (Márquez Carreras)-
dc.contributor.advisorSáez Madrid, José B.-
dc.contributor.authorCastells Benet, Sergi-
dc.descriptionTreballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: David Márquez i José B. Sáez Madridca
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
dc.format.extent65 p.-
dc.rightscc-by-nc-nd (c) Sergi Castells Benet, 2019-
dc.subject.classificationTreballs de fi de grau-
dc.subject.classificationActius financers derivatsca
dc.subject.classificationArbitratge (Borsa)ca
dc.subject.classificationPresa de decisions (Estadística)ca
dc.subject.classificationMatemàtica financeraca
dc.subject.otherBachelor's thesis-
dc.subject.otherDerivative securitiesen
dc.subject.otherStatistical decisionen
dc.titleOptimal portfolios ans pricing modelsca
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques

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