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http://hdl.handle.net/2445/122114
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DC Field | Value | Language |
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dc.contributor.advisor | Corcuera Valverde, José Manuel | - |
dc.contributor.author | Juvanteny Astigarra, Eudald | - |
dc.date.accessioned | 2018-05-07T09:13:32Z | - |
dc.date.available | 2018-05-07T09:13:32Z | - |
dc.date.issued | 2017-06-29 | - |
dc.identifier.uri | http://hdl.handle.net/2445/122114 | - |
dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2017, Director: José Manuel Corcuera Valverde | ca |
dc.description.abstract | [en] The last few years, financial quantitative analysts have used more sophisticates mathematical concepts, such as martingales or stochastic integration, in order to describe the behavior of markets or to derive computing methods. The objective of this project is to give an introduction to the probabilistic techinques required to study the behavior of the bonds and other contracts that have bonds as underlying stock. | ca |
dc.format.extent | 50 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | spa | ca |
dc.rights | cc-by-nc-nd (c) Eudald Juvanteny Astigarra, 2017 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es | - |
dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | - |
dc.subject.classification | Finances | - |
dc.subject.classification | Treballs de fi de grau | - |
dc.subject.classification | Processos estocàstics | ca |
dc.subject.classification | Interès | ca |
dc.subject.classification | Bons | ca |
dc.subject.classification | Opcions (Finances) | ca |
dc.subject.classification | Models matemàtics | ca |
dc.subject.other | Finance | - |
dc.subject.other | Bachelor's theses | - |
dc.subject.other | Stochastic processes | en |
dc.subject.other | Interest | en |
dc.subject.other | Bonds | en |
dc.subject.other | Options (Finance) | en |
dc.subject.other | Mathematical models | en |
dc.title | Modelos estocásticos con tipo de interés | 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 | |
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memoria.pdf | Memòria | 379.42 kB | Adobe PDF | View/Open |
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