Variables del modelo BSM en el mercado colombiano
The option pricing model performed by Black-Scholes-Merton has become the most important and studied worldwide, which is why it has become the benchmark and the most used when making a quote and subsequent closure of the currency market. On the other hand, is known to the operators that model variab...
- Autores:
-
García, Gustavo
- Tipo de recurso:
- Article of investigation
- Fecha de publicación:
- 2012
- Institución:
- Universidad Sergio Arboleda
- Repositorio:
- Repositorio U. Sergio Arboleda
- Idioma:
- spa
- OAI Identifier:
- oai:repository.usergioarboleda.edu.co:11232/170
- Acceso en línea:
- http://hdl.handle.net/11232/170
- Palabra clave:
- Modelo de valoración de derivados financieros
Modelo de Black Scholes Merton
Derivados financieros
Opciones (Finanzas)
Inversiones
Tasas de interes
Mercado colombiano
opciones
options
Colombian market
interest rates
forwards
- Rights
- License
- Atribución-NoComercial-SinDerivadas 2.5 Colombia (CC BY-NC-ND 2.5 CO)