Vives i Santa Eulàlia, Josep, 1963-Quiles Petidier, Juan Raúl2017-04-252017-04-252016-07-11https://hdl.handle.net/2445/110072Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: Juan Raúl Quiles Petidier, 2016 Director: Josep Vives i Santa EulàliaOne of the most important things that rules the world, is the economy. And the science that explains better the economy, is maths. When I was a child, I wanted to become an economist. So I decided to study maths because the background of the economy is maths, and knowing maths, you can understand the economy. Studying maths, I have been so amazed on how from nothing, only using mathematical results, we can build real things. This research work combines both things: a construction from nothing of an application to the economy, more precisely, applied to the financial markets.71 p.application/pdfengcc-by-nc-nd (c) Juan Raúl Quiles Petidier, 2016http://creativecommons.org/licenses/by-nc-nd/3.0/esOpcions (Finances)Treballs de fi de grauMercat financerAnàlisi estocàsticaModels matemàticsOptions (Finance)Bachelor's thesesFinancial marketStochastic analysisMathematical modelsAmerican optionsinfo:eu-repo/semantics/bachelorThesisinfo:eu-repo/semantics/openAccess