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https://hdl.handle.net/2445/186874Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Vives i Santa Eulàlia, Josep, 1963- | - |
| dc.contributor.author | Tubella Domingo, Oriol | - |
| dc.date.accessioned | 2022-06-22T06:42:17Z | - |
| dc.date.available | 2022-06-22T06:42:17Z | - |
| dc.date.issued | 2022-01-24 | - |
| dc.identifier.uri | https://hdl.handle.net/2445/186874 | - |
| dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2022, Director: Josep Vives i Santa Eulàlia | ca |
| dc.description.abstract | [en] We introduce partially the Black-Scholes Model and the pricing options scheme under this model. Then we introduce the Monte Carlo method and the theory that ensures it works and we use it for option pricing. Finally we apply some variance reduction techniques and compare the results. | ca |
| dc.format.extent | 74 p. | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | cat | ca |
| dc.rights | cc-by-nc-nd (c) Oriol Tubella Domingo, 2022 | - |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
| dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | - |
| dc.subject.classification | Mètode de Montecarlo | ca |
| dc.subject.classification | Treballs de fi de grau | - |
| dc.subject.classification | Actius financers derivats | ca |
| dc.subject.classification | Anàlisi numèrica | ca |
| dc.subject.classification | Models matemàtics | ca |
| dc.subject.other | Monte Carlo method | en |
| dc.subject.other | Bachelor's theses | - |
| dc.subject.other | Derivative securities | en |
| dc.subject.other | Numerical analysis | en |
| dc.subject.other | Mathematical models | en |
| dc.title | Valoració d’opcions financeres amb el mètode de Monte Carlo | 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 | |
|---|---|---|---|---|
| tfg_tubella_domingo_oriol.pdf | Memòria | 716.72 kB | Adobe PDF | View/Open |
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