A non standar approach to derivatives pricing
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. Appen...
- Autores:
-
Santana Salazar, Germán Alonso
- Tipo de recurso:
- Fecha de publicación:
- 2011
- Institución:
- Colegio de Estudios Superiores de Administración
- Repositorio:
- Repositorio CESA
- Idioma:
- spa
- OAI Identifier:
- oai:repository.cesa.edu.co:10726/4611
- Acceso en línea:
- http://hdl.handle.net/10726/4611
- Palabra clave:
- 332.6 Inversiones
Mercado de capitales
Mercado de valores
Opciones (Finanzas)
Instituciones financieras
Administración de riesgos
Derivados financieros
- Rights
- License
- Acceso restringido
| Summary: | 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. |
|---|