# name
Introducción a la volatilidad estocástica: El modelo de Heston

# metadata.dc.description[].value
Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2023, Director: Josep Vives i Santa Eulàlia

# metadata.dc.description.abstract[].value
[en] The purpose of this project is to develop the Black-Scholes model in order to incorporate stochastic volatility into the equation so we can analyze the Heston model. To achieve this, we will start with an introduction to stochastic calculus, laying the necessary mathematical foundations to fully understand the Black-Scholes model and its derivation. We will also briefly review some relevant financial knowledge that will be essential to comprehend the topic we are addressing.

# metadata.dc.rights[].value
cc-by-nc-nd (c) Carla Sánchez González, 2023

# metadata.dc.source[].value
Treballs Finals de Grau (TFG) - Matemàtiques

# metadata.dc.title[].value
Introducción a la volatilidad estocástica: El modelo de Heston