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148777.pdf (4.41 MB)

Tipus de document

Treball de fi de grau

Data de publicació

2019-06-20

Llicència de publicació

cc-by-nc-nd (c) Ignasi Carbonell Rodrı́guez-Marı́n, 2019
Si us plau utilitzeu sempre aquest identificador per citar o enllaçar aquest document: https://hdl.handle.net/2445/148777

Valoracion del scrip dividend mediante teoría de opciones

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[en] The choice of this topic is made by two factors. The first one is a clear tendency towards the finance, specially the Corporate Finance world, as I decided to study Mathematics and Business. The second cause was the indecisiveness. Last course, I studied a subject called Instruments and Capital Markets in the Faculty of Business and Economics. One part of the subject was pretty interesting as we were supposed to do a little research work in the are of the High-frequency trading with some colleagues, most of them studying the same double degree as I was coursing. That was the first idea to do my Final Degree Research. I decided to get in touch with some professors of the Faculty of Business and Economics to get some feedback and, after all, I decided to quit this topic because of how recent it was and the difficulty of getting information about it. Subsequently, talking with my Mathematics tutor, Josep Vives, PhD, he thought I could talk with Alberto Moro, PhD, who is the CEO of Solventis, the company where I was going to do my internship. Then, he suggested me doing this topic, which I found really interesting.

Descripció

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: Josep Vives i Santa Eulàlia

Matèries

Processos estocàstics, Treballs de fi de grau, Martingales (Matemàtica), Mercat financer

Matèries (anglès)

Stochastic processes, Bachelor's theses, Martingales (Mathematics), Financial market

Citació

Col·leccions

Treballs Finals de Grau (TFG) - Matemàtiques

Citació

CARBONELL RODRÍGUEZ-MARÍN, Ignasi. Valoracion del scrip dividend mediante teoría de opciones. [consulted: 19 of August of 2026]. Available at: https://hdl.handle.net/2445/148777

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