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tfg_montero_anadias_gabriel.pdf (838.93 KB)

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Bachelor thesis

Publication date

2023-01-24

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cc-by-nc-nd (c) Gabriel Montero Abadı́as, 2023
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/198780

Equilibrio y opciones en tiempo discreto

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Abstract

[en] In this final degree thesis, the objective is to present several models for calculating options and financial equilibrium through a discrete-time study. First, we will study the valuation of classical options in different states and dates, and then we will propose a simulation of the calculation of these options. We will also work on the notion of financial equilibrium in the case of a complete market. Finally, we will propose the study of the calculation of exotic options, in this case of the ”barrier” type.

Description

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2023, Director: José Manuel Corcuera Valverde

Subject

Gestió de cartera, Treballs de fi de grau, Mercat financer, Actius financers derivats, Opcions (Finances)

Subject (English)

Portfolio management, Bachelor's theses, Financial market, Derivative securities, Options (Finance)

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Treballs Finals de Grau (TFG) - Matemàtiques

Citation

MONTERO ABADÍAS, Gabriel. Equilibrio y opciones en tiempo discreto. [consulted: 12 of June of 2026]. Available at: https://hdl.handle.net/2445/198780

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