{"id":131301,"date":"1996-01-01T00:00:00","date_gmt":"1996-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/determinacion-del-riesgo-de-tipo-de-interes-en-el-mercado-espanol-una-propuesta-practica\/"},"modified":"1996-01-01T00:00:00","modified_gmt":"1996-01-01T00:00:00","slug":"determinacion-del-riesgo-de-tipo-de-interes-en-el-mercado-espanol-una-propuesta-practica","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/determinacion-del-riesgo-de-tipo-de-interes-en-el-mercado-espanol-una-propuesta-practica\/","title":{"rendered":"Determinacion del riesgo de tipo de interes en el mercado espa\u00f1ol. una propuesta practica."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Leber Aceves Marco Antonio <\/strong><\/h2>\n<p>La tesis define el problema de riesgos en el mercado financiero, se realiza un estudio historico del problema.  se clasifican distintos enfoques de tratamiento del problema de riesgos en las entidades financieras. A continuacion se propone una metodolog\u00eda de control de riesgos basada en el concepto del valor actual de flujos futuros de todos los instrumentos en la cartera. Se estudia la estructura temporal de tipos de interes en el mercado espa\u00f1ol para el periodo 1990-1995, como la base de la estimacion de riesgos con el metodo monte carlo estructurado. Se aplica dicha metodolog\u00eda para distintas carteras para determinar la bondad del estimador de riesgo propuesto.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Determinacion del riesgo de tipo de interes en el mercado espa\u00f1ol. una propuesta practica.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Determinacion del riesgo de tipo de interes en el mercado espa\u00f1ol. una propuesta practica. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Leber Aceves Marco Antonio <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Aut\u00f3noma de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1996<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Prosper Lamothe Fern\u00e1ndez<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Juan  Jos\u00e9 Dur\u00e1n Herrera <\/li>\n<li>Eugenio Domingo Solans (vocal)<\/li>\n<li>Francisco Prieto Perez (vocal)<\/li>\n<li>Vicente Meneu Ferrer (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Leber Aceves Marco Antonio La tesis define el problema de riesgos en el mercado financiero, se realiza [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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