| 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 |
|