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tfg_rodriguez_ballabriga_luis.pdf (854.46 KB)

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Bachelor thesis

Publication date

2021-06-19

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cc-by-nc-nd (c) Luis Rodrı́guez Ballabriga, 2021
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/185529

Mesures de risc financer i aplicacions a casos reals

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Abstract

[en] The main objective of this project is to study the financial risk measures, their evolution over the years adapting to the needs that have emerged and improving to a more complete version, pointing out the importance of coherence. The flaws that caused the need to rethink them and the construction of new measures are identified and analyzed. Finally, as an example to understand all the details presented, a computer program is created in order to calculate the different measures and to be able to observe in real cases the shortcomings and advantages of each of them.

Description

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2021, Director: Josep Vives i Santa Eulàlia

Subject

Probabilitats, Treballs de fi de grau, Programació (Matemàtica), Avaluació del risc, Finances

Subject (English)

Probabilities, Bachelor's theses, Mathematical programming, Risk assessment, Finance

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Treballs Finals de Grau (TFG) - Matemàtiques

Citation

RODRÍGUEZ BALLABRIGA, Luis. Mesures de risc financer i aplicacions a casos reals. [consulted: 8 of June of 2026]. Available at: https://hdl.handle.net/2445/185529

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