{"id":138223,"date":"2026-01-12T17:33:39","date_gmt":"2026-01-12T17:33:39","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/genesis-y-desarrollo-de-los-modelos-analiticos-de-valoracion-de-opciones-sobre-instrumentos-financieros\/"},"modified":"2026-01-12T17:33:39","modified_gmt":"2026-01-12T17:33:39","slug":"genesis-y-desarrollo-de-los-modelos-analiticos-de-valoracion-de-opciones-sobre-instrumentos-financieros","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/genesis-y-desarrollo-de-los-modelos-analiticos-de-valoracion-de-opciones-sobre-instrumentos-financieros\/","title":{"rendered":"Genesis y desarrollo de los modelos analiticos de valoracion de opciones sobre instrumentos financieros."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Gonzalo Lozano Arnica <\/strong><\/h2>\n<p>El trabajo trata de la moderna teoria de valoracion de opciones sobre instrumentos financieros, esto es, la que comienza con el modelo de black y scholes, y con el trabajo de merton sobre valoracion racional de opciones.  no se pretende elaborar una taxonomia de modelos de valoracion, sino poner de manifiesto el proceso de su genesis y desarrollo, por lo que el trabajo se limita a modelos analiticos para valorar opciones de compra cuyo activo subyacente sean acciones, siendo el tipo de interes constante y la varianza del precio de la accion no estocastica.  se distinguen modelos de tiempo continuo y de tiempo discreto. Los primeros son, basicamente, el de black y scholes y los modelos de saltos puro, mixto de difusion y saltos, y de elasticidad de la varianza constante, afirmandose que tales modelos son equivalentes. Los de tiempo discreto han sido desarrollados a partir de rubinstein (1976) y han evolucionado desde planteamientos muy restrictivos hacia otros bastante generales, como son los de levy (1985) y ritchken (1985); se afirma que estos ultimos suponen una verdadera novedad respecto a la filosofia de black y scholes.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Genesis y desarrollo de los modelos analiticos de valoracion de opciones sobre instrumentos financieros.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Genesis y desarrollo de los modelos analiticos de valoracion de opciones sobre instrumentos financieros. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Gonzalo Lozano Arnica <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Illes balears<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1992<\/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: Antonio Alegre Escolano <\/li>\n<li>Jos\u00e9 Luis Sanchez-fernandez Valderrama (vocal)<\/li>\n<li>Eugenio Prieto Perez (vocal)<\/li>\n<li>Manuel Artis Ortu\u00f1o (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Gonzalo Lozano Arnica El trabajo trata de la moderna teoria de valoracion de opciones sobre instrumentos financieros, [&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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