Mesures de risc financer i aplicacions a casos reals

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.