{"id":132543,"date":"1996-01-01T00:00:00","date_gmt":"1996-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/estudio-critico-de-la-modelizacion-del-valor-de-las-opciones-de-compra-aplicaciones\/"},"modified":"1996-01-01T00:00:00","modified_gmt":"1996-01-01T00:00:00","slug":"estudio-critico-de-la-modelizacion-del-valor-de-las-opciones-de-compra-aplicaciones","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/estudio-critico-de-la-modelizacion-del-valor-de-las-opciones-de-compra-aplicaciones\/","title":{"rendered":"Estudio critico de la modelizacion del valor de las opciones de compra. aplicaciones."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Francesc Llerena Garres <\/strong><\/h2>\n<p>Nuestro trabajo se basa en la formalizacion de determinados problemas asociados con la hipotesis de ausencia de arbitraje que postulan los modelos de equilibrio parcial o arbitraje. Los objetivos perseguidos en el trabajo han consistido en:  1. Demostrar la incosistencia interna de los modelos de schwartz (1977), de augros (1985), de ingersoll (1977) y de jones-mason (1980), asi como una demostracion alternativa a la del modelo merton (1973) realizada por kim (1987).  2. Elaborar un modelo general de valoracion de activos derivados, internamente consistente, que tome conjuntamente como variables de estado el valor de activos negociables y no negociables.  3. Obtener una formula analitica para valorar opciones de compra americanas con distintos precios de ejercicio.  4. Generalizar la \u00abput-call parity\u00bb a las opciones americanas bajo cualquier politica discreta de dividendos.  5. Acotar el valor de una opcion de compra americana sobre acciones que pagan dividendos discretos.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Estudio critico de la modelizacion del valor de las opciones de compra. aplicaciones.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Estudio critico de la modelizacion del valor de las opciones de compra. aplicaciones. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Francesc Llerena Garres <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Rovira i virgili<\/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>M\u00e1ximo Borrell Vidal<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Eugenio Prieto Perez <\/li>\n<li>Eliseo Navarro Arribas (vocal)<\/li>\n<li>Antonio Terce\u00f1o Gomez (vocal)<\/li>\n<li>Pedro Alegre Escolano (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Francesc Llerena Garres Nuestro trabajo se basa en la formalizacion de determinados problemas asociados con la hipotesis [&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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