Valoracion del scrip dividend mediante teoría de opciones

Abstract

[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.