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A non standar approach to derivatives pricing

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dc.contributor.advisorLacoste, Vincentspa
dc.contributor.advisorMora, Andrésspa
dc.contributor.authorSantana Salazar, Germán Alonsospa
dc.date.accessioned2022-09-13T21:17:04Z
dc.date.available2022-09-13T21:17:04Z
dc.date.created2011-03-29
dc.description.abstractenglishThe 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.degreelevelPregradospa
dc.description.degreenameAdministrador de Empresasspa
dc.description.tableofcontentsAcknowledgements. 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.extent45 páginas.spa
dc.format.mimetypeapplication/pdfspa
dc.identifier.instnameinstname:Colegio de Estudios Superiores de Administración - CESAspa
dc.identifier.localADM / SA232 2011
dc.identifier.reponamereponame:Biblioteca Digital - CESAspa
dc.identifier.repourlrepourl:https://repository.cesa.edu.co/
dc.identifier.urihttp://hdl.handle.net/10726/4611
dc.language.isospaspa
dc.publisher.grantorColegio de Estudios Superiores de Administración - CESAspa
dc.publisher.programAdministración de Empresasspa
dc.rights.accessrightsinfo:eu-repo/semantics/restrictedAccess
dc.rights.localAcceso restringidospa
dc.subject.armarcMercado de capitalesspa
dc.subject.armarcMercado de valoresspa
dc.subject.armarcOpciones (Finanzas)spa
dc.subject.armarcInstituciones financierasspa
dc.subject.armarcAdministración de riesgosspa
dc.subject.armarcDerivados financierosspa
dc.subject.ddc332.6 Inversionesspa
dc.titleA non standar approach to derivatives pricingeng
dc.type.coarhttp://purl.org/coar/resource_type/c_7a1f
dc.type.driverinfo:eu-repo/semantics/bachelorThesis
dc.type.localTesis/Trabajo de grado - Monografía - Pregradospa
dc.type.redcolhttp://purl.org/coar/resource_type/c_46ec
dc.type.versioninfo:eu-repo/semantics/acceptedVersioneng

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Administración de Empresas (Colección confidencial)