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| dc.contributor | Corcuera Valverde, José Manuel | |
| dc.creator | Bernárdez Gil, Guillermo | |
| dc.date | 2016-04-20T08:55:50Z | |
| dc.date | 2016-04-20T08:55:50Z | |
| dc.date | 2016-01-18 | |
| dc.date.accessioned | 2024-12-16T10:22:23Z | |
| dc.date.available | 2024-12-16T10:22:23Z | |
| dc.identifier | http://hdl.handle.net/2445/97666 | |
| dc.identifier.uri | http://fima-docencia.ub.edu:8080/xmlui/handle/123456789/14265 | |
| dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2016, Director: José Manuel Corcuera Valverde | |
| dc.description | The Conic-finance is a new theory for modeling financial markets with many implementations at present, but its rigorous theoretical substantiation might not be easy to find. In this work, we try to present, in a clear and well-argued way, both a general model of Conic-finance and a parametric version, using to this end the well-known theory of monetary measures of risk. Thus, we will introduce and develop thoroughly this theory, focusing on those measures that satisfies the properties of convexity or coherence, as well as, finally, the law-invariance one. Furthermore, in order to gain a better understanding of the Conic-finance’s theory, we will clarify the terminology of financial markets’ modeling by exhibiting the mathematical estructure of a simple one-period model, which at the same time will allow us to introduce some notions of arbitrage theory. | |
| dc.format | 68 p. | |
| dc.format | application/pdf | |
| dc.language | spa | |
| dc.rights | cc-by-nc-nd (c) Guillermo Bernárdez Gil, 2016 | |
| dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | |
| dc.subject | Mercat financer | |
| dc.subject | Treballs de fi de grau | |
| dc.subject | Avaluació del risc | |
| dc.subject | Capital | |
| dc.subject | Models matemàtics | |
| dc.subject | Economia de mercat | |
| dc.subject | Financial market | |
| dc.subject | Bachelor's theses | |
| dc.subject | Risk assessment | |
| dc.subject | Capital | |
| dc.subject | Mathematical models | |
| dc.subject | Market economy | |
| dc.title | Medidas monetarias de riesgo y su aplicación a la Conic-finance | |
| dc.type | info:eu-repo/semantics/bachelorThesis |
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