Optimal portfolios ans pricing models

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dc.contributor.advisorMárquez, David (Márquez Carreras)
dc.contributor.advisorSáez Madrid, José B.
dc.contributor.authorCastells Benet, Sergi
dc.date.accessioned2019-06-20T08:11:25Z
dc.date.available2019-06-20T08:11:25Z
dc.date.issued2019-01-18
dc.descriptionTreballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: David Márquez i José B. Sáez Madridca
dc.description.abstract[en] This final degree project aims to introduce the bases of portfolio theory in order to understand mathematical and economic foundations which are used in optimal portfolios models. So it will be seen the models of Markowitz, Sharpe, the Capital Asset Pricing Model and the Arbitrage Pricing Theory in a theoretical way and in a practical case, so all the models can be embraced.ca
dc.format.extent65 p.
dc.format.mimetypeapplication/pdf
dc.identifier.urihttps://hdl.handle.net/2445/135561
dc.language.isoengca
dc.rightscc-by-nc-nd (c) Sergi Castells Benet, 2019
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/*
dc.sourceTreballs Finals de Grau (TFG) - Matemàtiques
dc.subject.classificationValorsca
dc.subject.classificationTreballs de fi de grau
dc.subject.classificationActius financers derivatsca
dc.subject.classificationArbitratge (Borsa)ca
dc.subject.classificationPresa de decisions (Estadística)ca
dc.subject.classificationMatemàtica financeraca
dc.subject.otherSecuritiesen
dc.subject.otherBachelor's theses
dc.subject.otherDerivative securitiesen
dc.subject.otherArbitrageen
dc.subject.otherStatistical decisionen
dc.titleOptimal portfolios ans pricing modelsca
dc.typeinfo:eu-repo/semantics/bachelorThesisca

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Treballs Finals de Grau (TFG) - Matemàtiques