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tfg_altaba_balsebre_idoia.pdf (2.54 MB)

Document type

Bachelor thesis

Publication date

2022-01-24

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cc-by-nc-nd (c) Idoia Altaba Balsebre, 2022
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/185903

Valoració d’opcions financeres

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Abstract

[en] In the financial world, like in others, greater and greater the speed with which they are performed is increasingly valued according to which tasks. Looking for mechanisms that allow you to assess financial options fairly and, therefore, set appropriate premiums has long become a necessity for investors. And that’s where mathematics comes into play. Calculations like these, thanks to them, have been automated, thus promoting the agility in the negotiations. The aim of this work is for the reader to internalize some of the most basic notions of financial options. In this way, we will be able to understand later how the most relevant models in this field can be deduced: the binomial, discrete time, and the Black-Scholes, continuous time.

Description

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2022, Director: Josep Vives i Santa Eulàlia

Subject

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

Subject (English)

Options (Finance), Bachelor's theses, Interest, Mathematical models, Analyse stochastique

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Treballs Finals de Grau (TFG) - Matemàtiques

Citation

ALTABA BALSEBRE, Idoia. Valoració d’opcions financeres. [consulted: 18 of August of 2026]. Available at: https://hdl.handle.net/2445/185903

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