Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/32883
Title: El modelo de Black i [sic] Sholes de valoración de opciones financieras
Author: Benito Castillo, José Luís
Director: Vives i Santa Eulàlia, Josep, 1963-
Keywords: Opcions (finances)
Mercat de futurs
Matemàtica
Tesis
Options (Finance)
Futures market
Mathematics
Theses
Issue Date: 15-Jun-2012
Abstract: At a time when the economic crisis is leading most of the problems and tried to familiarize myself with the discussion in newspapers and television, I focus my final grade in the introduction to the world market, ie the world of contracts, financial derivatives and options of calls and puts. To get familiar with the concepts and terms used in economics I had to consult several books on economics and business. I also had some conversations with bank employees (Caixa Penedes), that being in direct contact with the daily reality of the economy could kindly clarify some doubts. Having taken the economic terminology and concepts clarified, I entered the financial world by reading the book "Introduction to futures and options market" by John C. Hull, a bedside book for those who want to work in the financial world. Following the guidelines of the project tutor did a follow-up data published in the newspaper specializing in the art "Expansion" and the bag away from the newspaper "La Vanguardia". The work consists of a brief summary of the book "Introduction to futures and options market" by John C. Hull, which describes the concepts of the financial world, delving into the Black-Scholes model, very important to develop the themes of Options Calls and Puts. To help understand the concepts of options and financial derivatives is an introduction to these topics, determining their properties and graphs.
Note: Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2012 , Director: Josep Vives i Santa Eulàlia
URI: http://hdl.handle.net/2445/32883
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques

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