Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/148777
Title: Valoracion del scrip dividend mediante teoría de opciones
Author: Carbonell Rodrı́guez-Marı́n, Ignasi
Director/Tutor: Vives i Santa Eulàlia, Josep, 1963-
Marti Pidelaserra, Jordi
Moro Suárez, Alberto
Keywords: Processos estocàstics
Treballs de fi de grau
Martingales (Matemàtica)
Mercat financer
Stochastic processes
Bachelor's thesis
Martingales (Mathematics)
Financial market
Issue Date: 20-Jun-2019
Abstract: [en] The choice of this topic is made by two factors. The first one is a clear tendency towards the finance, specially the Corporate Finance world, as I decided to study Mathematics and Business. The second cause was the indecisiveness. Last course, I studied a subject called Instruments and Capital Markets in the Faculty of Business and Economics. One part of the subject was pretty interesting as we were supposed to do a little research work in the are of the High-frequency trading with some colleagues, most of them studying the same double degree as I was coursing. That was the first idea to do my Final Degree Research. I decided to get in touch with some professors of the Faculty of Business and Economics to get some feedback and, after all, I decided to quit this topic because of how recent it was and the difficulty of getting information about it. Subsequently, talking with my Mathematics tutor, Josep Vives, PhD, he thought I could talk with Alberto Moro, PhD, who is the CEO of Solventis, the company where I was going to do my internship. Then, he suggested me doing this topic, which I found really interesting.
Note: Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: Josep Vives i Santa Eulàlia
URI: http://hdl.handle.net/2445/148777
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques

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