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http://hdl.handle.net/2445/198780
Title: | Equilibrio y opciones en tiempo discreto |
Author: | Montero Abadías, Gabriel |
Director/Tutor: | Corcuera Valverde, José Manuel |
Keywords: | Gestió de cartera Treballs de fi de grau Mercat financer Actius financers derivats Opcions (Finances) Portfolio management Bachelor's theses Financial market Derivative securities Options (Finance) |
Issue Date: | 24-Jan-2023 |
Abstract: | [en] In this final degree thesis, the objective is to present several models for calculating options and financial equilibrium through a discrete-time study. First, we will study the valuation of classical options in different states and dates, and then we will propose a simulation of the calculation of these options. We will also work on the notion of financial equilibrium in the case of a complete market. Finally, we will propose the study of the calculation of exotic options, in this case of the ”barrier” type. |
Note: | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2023, Director: José Manuel Corcuera Valverde |
URI: | http://hdl.handle.net/2445/198780 |
Appears in Collections: | Treballs Finals de Grau (TFG) - Matemàtiques |
Files in This Item:
File | Description | Size | Format | |
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tfg_montero_anadias_gabriel.pdf | Memòria | 838.93 kB | Adobe PDF | View/Open |
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