# metadata.dc.description[].value
Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2022, Director: Josep Vives i Santa Eulàlia

# metadata.dc.description.abstract[].value
[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.

# metadata.dc.rights[].value
cc-by-nc-nd (c) Idoia Altaba Balsebre, 2022

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