Equilibrio y opciones en tiempo discreto

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.