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http://hdl.handle.net/2445/125093
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DC Field | Value | Language |
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dc.contributor.advisor | Montero Torralbo, Miquel | - |
dc.contributor.author | Martínez Fernàndez, Josep | - |
dc.date.accessioned | 2018-10-05T14:32:19Z | - |
dc.date.available | 2018-10-05T14:32:19Z | - |
dc.date.issued | 2018-06 | - |
dc.identifier.uri | http://hdl.handle.net/2445/125093 | - |
dc.description | Treballs Finals de Grau de Física, Facultat de Física, Universitat de Barcelona, Curs: 2018, Tutor: Miquel Montero Torralbo | ca |
dc.description.abstract | In this paper we shall model the evolution of a market evolving within the framework of the non-arbitrage binomial pricing asset model using a Monte Carlo-based algorithm. Our goal is to study the value of an actual path-dependent structured financial product, so we can create a commercial strategy and commercialize it. To do this we study the sensibility of the product when we vary its defining parameters, so we understand how its price depends on them and we can adjust the parameters to profit | ca |
dc.format.extent | 5 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | ca |
dc.rights | cc-by-nc-nd (c) Martínez, 2018 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.source | Treballs Finals de Grau (TFG) - Física | - |
dc.subject.classification | Instruments financers | cat |
dc.subject.classification | Mètode de Montecarlo | cat |
dc.subject.classification | Treballs de fi de grau | cat |
dc.subject.other | Financial instruments | eng |
dc.subject.other | Monte Carlo method | eng |
dc.subject.other | Bachelor's theses | eng |
dc.title | Random-walk model for valuing path-dependent financial instruments | eng |
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) - Física |
Files in This Item:
File | Description | Size | Format | |
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Martinez Fernández Josep.pdf | 456.18 kB | Adobe PDF | View/Open |
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