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memoria.pdf (213.78 KB)

Document type

Bachelor thesis

Publication date

2016-07-11

Publication license

cc-by-nc-nd (c) Juan Raúl Quiles Petidier, 2016
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/110072

American options

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Abstract

One of the most important things that rules the world, is the economy. And the science that explains better the economy, is maths. When I was a child, I wanted to become an economist. So I decided to study maths because the background of the economy is maths, and knowing maths, you can understand the economy. Studying maths, I have been so amazed on how from nothing, only using mathematical results, we can build real things. This research work combines both things: a construction from nothing of an application to the economy, more precisely, applied to the financial markets.

Description

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: Juan Raúl Quiles Petidier, 2016 Director: Josep Vives i Santa Eulàlia

Subject

Opcions (Finances), Treballs de fi de grau, Mercat financer, Anàlisi estocàstica, Models matemàtics

Subject (English)

Options (Finance), Bachelor's theses, Financial market, Stochastic analysis, Mathematical models

Citation

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Treballs Finals de Grau (TFG) - Matemàtiques

Citation

QUILES PETIDIER, Juan Raúl. American options. [consulted: 12 of June of 2026]. Available at: https://hdl.handle.net/2445/110072

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