Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/98195
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Vives i Santa Eulàlia, Josep, 1963- | - |
dc.contributor.author | Moro Lozano, Arnau | - |
dc.date.accessioned | 2016-05-03T09:08:18Z | - |
dc.date.available | 2016-05-03T09:08:18Z | - |
dc.date.issued | 2016-01-17 | - |
dc.identifier.uri | http://hdl.handle.net/2445/98195 | - |
dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2016, Director: Josep Vives i Santa Eulàlia | ca |
dc.description.abstract | I decided to do this project after attending the subjects of Modelling and Stochastic Processes; the main objective was to relate the two subjects and deep into them. I have reached it dealing with the issue of Financial Mathematics. On the one hand, I have introduced the topic of financial market in discrete time using previous concepts such as that of martingale and be able to develop the model of Cox-Ross-Rubinstein. On the other hand, to deal with the financial market in continuous time and relate the two subjects, I have introduced the stochastic processes and I have achieved to detail the Balck-Scholes model. | ca |
dc.format.extent | 62 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | cat | ca |
dc.rights | cc-by-nc-nd (c) Arnau Moro Lozano, 2016 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es | - |
dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | - |
dc.subject.classification | Mercat financer | - |
dc.subject.classification | Treballs de fi de grau | - |
dc.subject.classification | Matemàtica financera | ca |
dc.subject.classification | Martingales (Matemàtica) | ca |
dc.subject.classification | Processos estocàstics | ca |
dc.subject.other | Financial market | - |
dc.subject.other | Bachelor's theses | - |
dc.subject.other | Business mathematics | eng |
dc.subject.other | Martingales (Mathematics) | eng |
dc.subject.other | Stochastic processes | eng |
dc.title | Models discrets i continus de mercats financers | ca |
dc.type | info:eu-repo/semantics/bachelorThesis | ca |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
Appears in Collections: | Programari - Treballs de l'alumnat Treballs Finals de Grau (TFG) - Matemàtiques |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
memoria.pdf | Memòria | 360.57 kB | Adobe PDF | View/Open |
Black_Scholes_.c | Black-Scholes en C | 896 B | Unknown | View/Open |
CRR_Mathematica.nb | CRR en Mathematica | 4.94 kB | Unknown | View/Open |
This item is licensed under a Creative Commons License