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A non standar approach to derivatives pricing
dc.contributor.advisor | Lacoste, Vincent | spa |
dc.contributor.advisor | Mora, Andrés | spa |
dc.contributor.author | Santana Salazar, Germán Alonso | spa |
dc.date.accessioned | 2022-09-13T21:17:04Z | |
dc.date.available | 2022-09-13T21:17:04Z | |
dc.date.created | 2011-03-29 | |
dc.identifier.uri | http://hdl.handle.net/10726/4611 | |
dc.description.tableofcontents | Acknowledgements. Goal Of This Memoire. Role Of The Rating Agencies In The Subprime Crisis. Behavior Of Returns And Descriptive Statistics. About The Options Market. Option Behavior. Other Approach To Derivative Pricing When Financial Assest Do Not Follow Black. Final Comments And Conclusions. Appendix A. Bibliography. | eng |
dc.format.extent | 45 páginas. | spa |
dc.format.mimetype | application/pdf | spa |
dc.language.iso | spa | spa |
dc.subject.ddc | 332.6 Inversiones | spa |
dc.title | A non standar approach to derivatives pricing | eng |
dc.rights.accessrights | info:eu-repo/semantics/restrictedAccess | |
dc.identifier.local | ADM / SA232 2011 | |
dc.rights.local | Acceso restringido | spa |
dc.type.version | info:eu-repo/semantics/acceptedVersion | eng |
dc.description.degreename | Administrador de Empresas | spa |
dc.identifier.instname | instname:Colegio de Estudios Superiores de Administración - CESA | spa |
dc.identifier.reponame | reponame:Biblioteca Digital - CESA | spa |
dc.identifier.repourl | repourl:https://repository.cesa.edu.co/ | |
dc.description.abstractenglish | The main objective of this project is to show, based on the damage done by the last crisis, that sometimes the standard methods can and will in finance, especially when unexpected scenarios take place. To do so, two markets will be considered: the Equity Market and the Options Market. | eng |
dc.description.degreelevel | Pregrado | spa |
dc.publisher.program | Administración de Empresas | spa |
dc.publisher.grantor | Colegio de Estudios Superiores de Administración - CESA | spa |
dc.type.local | Tesis/Trabajo de grado - Monografía - Pregrado | spa |
dc.type.coar | http://purl.org/coar/resource_type/c_7a1f | |
dc.subject.armarc | Mercado de capitales | spa |
dc.subject.armarc | Mercado de valores | spa |
dc.subject.armarc | Opciones (Finanzas) | spa |
dc.subject.armarc | Instituciones financieras | spa |
dc.subject.armarc | Administración de riesgos | spa |
dc.subject.armarc | Derivados financieros | spa |
dc.type.driver | info:eu-repo/semantics/bachelorThesis | |
dc.type.redcol | http://purl.org/coar/resource_type/c_46ec |