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...

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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
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oai_identifier_str oai:repository.cesa.edu.co:10726/4611
network_acronym_str CESA2
network_name_str Repositorio CESA
repository_id_str
spelling Lacoste, Vincent78b17eac-389f-4695-a0d6-ff7b1833f222Mora, Andrés32fd7746-f5cc-4363-8444-5df8d72ae356Santana Salazar, Germán Alonso3f9c2db6-a84a-4f02-a454-8a38b29d05eb2022-09-13T21:17:04Z2022-09-13T21:17:04Z2011-03-29http://hdl.handle.net/10726/4611ADM / SA232 2011instname:Colegio de Estudios Superiores de Administración - CESAreponame:Biblioteca Digital - CESArepourl:https://repository.cesa.edu.co/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.Administrador de EmpresasThe 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.Pregrado45 páginas.application/pdfspa332.6 InversionesMercado de capitalesMercado de valoresOpciones (Finanzas)Instituciones financierasAdministración de riesgosDerivados financierosA non standar approach to derivatives pricingAcceso restringidohttp://purl.org/coar/access_right/c_16ecTesis/Trabajo de grado - Monografía - Pregradoinfo:eu-repo/semantics/bachelorThesishttp://purl.org/coar/resource_type/c_46ecAdministración de EmpresasColegio de Estudios Superiores de Administración - CESAORIGINALADM2011_Standar.pdfADM2011_Standar.pdfapplication/pdf1456270https://repository.cesa.edu.co/bitstream/10726/4611/1/ADM2011_Standar.pdf9d7acc363448d97342afabfc2dd870f0MD51restricted accessLICENSElicense.txtlicense.txttext/plain; charset=utf-81872https://repository.cesa.edu.co/bitstream/10726/4611/2/license.txta9bdfa4f42f8a75ea7845ba5df7e9040MD52restricted access10726/4611oai:repository.cesa.edu.co:10726/46112022-11-08 18:18:26.568restricted accessBiblioteca Digital - CESAbiblioteca@cesa.edu.co
dc.title.eng.fl_str_mv A non standar approach to derivatives pricing
title A non standar approach to derivatives pricing
spellingShingle A non standar approach to derivatives pricing
332.6 Inversiones
Mercado de capitales
Mercado de valores
Opciones (Finanzas)
Instituciones financieras
Administración de riesgos
Derivados financieros
title_short A non standar approach to derivatives pricing
title_full A non standar approach to derivatives pricing
title_fullStr A non standar approach to derivatives pricing
title_full_unstemmed A non standar approach to derivatives pricing
title_sort A non standar approach to derivatives pricing
dc.creator.fl_str_mv Santana Salazar, Germán Alonso
dc.contributor.advisor.spa.fl_str_mv Lacoste, Vincent
Mora, Andrés
dc.contributor.author.spa.fl_str_mv Santana Salazar, Germán Alonso
dc.subject.ddc.spa.fl_str_mv 332.6 Inversiones
topic 332.6 Inversiones
Mercado de capitales
Mercado de valores
Opciones (Finanzas)
Instituciones financieras
Administración de riesgos
Derivados financieros
dc.subject.armarc.spa.fl_str_mv Mercado de capitales
Mercado de valores
Opciones (Finanzas)
Instituciones financieras
Administración de riesgos
Derivados financieros
description 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.
publishDate 2011
dc.date.created.none.fl_str_mv 2011-03-29
dc.date.accessioned.none.fl_str_mv 2022-09-13T21:17:04Z
dc.date.available.none.fl_str_mv 2022-09-13T21:17:04Z
dc.type.local.spa.fl_str_mv Tesis/Trabajo de grado - Monografía - Pregrado
dc.type.driver.none.fl_str_mv info:eu-repo/semantics/bachelorThesis
dc.type.redcol.none.fl_str_mv http://purl.org/coar/resource_type/c_46ec
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/10726/4611
dc.identifier.local.none.fl_str_mv ADM / SA232 2011
dc.identifier.instname.spa.fl_str_mv instname:Colegio de Estudios Superiores de Administración - CESA
dc.identifier.reponame.spa.fl_str_mv reponame:Biblioteca Digital - CESA
dc.identifier.repourl.none.fl_str_mv repourl:https://repository.cesa.edu.co/
url http://hdl.handle.net/10726/4611
identifier_str_mv ADM / SA232 2011
instname:Colegio de Estudios Superiores de Administración - CESA
reponame:Biblioteca Digital - CESA
repourl:https://repository.cesa.edu.co/
dc.language.iso.spa.fl_str_mv spa
language spa
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dc.rights.local.spa.fl_str_mv Acceso restringido
rights_invalid_str_mv Acceso restringido
http://purl.org/coar/access_right/c_16ec
dc.format.extent.spa.fl_str_mv 45 páginas.
dc.format.mimetype.spa.fl_str_mv application/pdf
dc.publisher.program.spa.fl_str_mv Administración de Empresas
dc.publisher.grantor.spa.fl_str_mv Colegio de Estudios Superiores de Administración - CESA
institution Colegio de Estudios Superiores de Administración
bitstream.url.fl_str_mv https://repository.cesa.edu.co/bitstream/10726/4611/1/ADM2011_Standar.pdf
https://repository.cesa.edu.co/bitstream/10726/4611/2/license.txt
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repository.name.fl_str_mv Biblioteca Digital - CESA
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