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http://hdl.handle.net/2445/148738Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Corcuera Valverde, José Manuel | - |
| dc.contributor.author | Bosquet Rodríguez, Andrea | - |
| dc.date.accessioned | 2020-01-27T09:42:52Z | - |
| dc.date.available | 2020-01-27T09:42:52Z | - |
| dc.date.issued | 2019-06-19 | - |
| dc.identifier.uri | http://hdl.handle.net/2445/148738 | - |
| dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: José Manuel Corcuera Valverde | ca |
| dc.description.abstract | [en] Finances are an important field where stochastic processes are applied. These processes allow to model different finance situations, such as price modeling or risk. The aim of this project is to study a type of stochastic processes, the Hawkes processes, which are an extension of Poisson processes that considers self-excitation, and see some of their application in the financial field. | ca |
| dc.format.extent | 57 p. | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | eng | ca |
| dc.rights | cc-by-nc-nd (c) Andrea Bosquet Rodríguez, 2019 | - |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
| dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | - |
| dc.subject.classification | Processos estocàstics | ca |
| dc.subject.classification | Treballs de fi de grau | - |
| dc.subject.classification | Processos puntuals | ca |
| dc.subject.classification | Finances | ca |
| dc.subject.other | Stochastic processes | en |
| dc.subject.other | Bachelor's theses | - |
| dc.subject.other | Point processes | en |
| dc.subject.other | Finance | en |
| dc.title | Hawkes processes in finance | 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 | |
|---|---|---|---|---|
| 148738.pdf | Memòria | 514.4 kB | Adobe PDF | View/Open |
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