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| dc.contributor | Vives i Santa Eulàlia, Josep, 1963- | |
| dc.creator | Moro Lozano, Arnau | |
| dc.date | 2016-05-03T09:08:18Z | |
| dc.date | 2016-05-03T09:08:18Z | |
| dc.date | 2016-01-17 | |
| dc.date.accessioned | 2024-12-16T10:22:26Z | |
| dc.date.available | 2024-12-16T10:22:26Z | |
| dc.identifier | http://hdl.handle.net/2445/98195 | |
| dc.identifier.uri | http://fima-docencia.ub.edu:8080/xmlui/handle/123456789/14348 | |
| dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2016, Director: Josep Vives i Santa Eulàlia | |
| dc.description | I decided to do this project after attending the subjects of Modelling and Stochastic Processes; the main objective was to relate the two subjects and deep into them. I have reached it dealing with the issue of Financial Mathematics. On the one hand, I have introduced the topic of financial market in discrete time using previous concepts such as that of martingale and be able to develop the model of Cox-Ross-Rubinstein. On the other hand, to deal with the financial market in continuous time and relate the two subjects, I have introduced the stochastic processes and I have achieved to detail the Balck-Scholes model. | |
| dc.format | 62 p. | |
| dc.format | application/pdf | |
| dc.language | cat | |
| dc.rights | cc-by-nc-nd (c) Arnau Moro Lozano, 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 | Matemàtica financera | |
| dc.subject | Martingales (Matemàtica) | |
| dc.subject | Processos estocàstics | |
| dc.subject | Financial market | |
| dc.subject | Bachelor's theses | |
| dc.subject | Business mathematics | |
| dc.subject | Martingales (Mathematics) | |
| dc.subject | Stochastic processes | |
| dc.title | Models discrets i continus de mercats financers | |
| dc.type | info:eu-repo/semantics/bachelorThesis |
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