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http://hdl.handle.net/2445/198780
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DC Field | Value | Language |
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dc.contributor.advisor | Corcuera Valverde, José Manuel | - |
dc.contributor.author | Montero Abadías, Gabriel | - |
dc.date.accessioned | 2023-06-01T09:37:28Z | - |
dc.date.available | 2023-06-01T09:37:28Z | - |
dc.date.issued | 2023-01-24 | - |
dc.identifier.uri | http://hdl.handle.net/2445/198780 | - |
dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2023, Director: José Manuel Corcuera Valverde | ca |
dc.description.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. | ca |
dc.format.extent | 43 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | spa | ca |
dc.rights | cc-by-nc-nd (c) Gabriel Montero Abadı́as, 2023 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | - |
dc.subject.classification | Gestió de cartera | ca |
dc.subject.classification | Treballs de fi de grau | - |
dc.subject.classification | Mercat financer | ca |
dc.subject.classification | Actius financers derivats | ca |
dc.subject.classification | Opcions (Finances) | ca |
dc.subject.other | Portfolio management | en |
dc.subject.other | Bachelor's theses | - |
dc.subject.other | Financial market | en |
dc.subject.other | Derivative securities | en |
dc.subject.other | Options (Finance) | en |
dc.title | Equilibrio y opciones en tiempo discreto | 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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tfg_montero_anadias_gabriel.pdf | Memòria | 838.93 kB | Adobe PDF | View/Open |
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