{"id":32632,"date":"1997-01-01T00:00:00","date_gmt":"1997-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/una-teoria-de-inmunizacion-de-carteras-de-bonos\/"},"modified":"1997-01-01T00:00:00","modified_gmt":"1997-01-01T00:00:00","slug":"una-teoria-de-inmunizacion-de-carteras-de-bonos","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/una-teoria-de-inmunizacion-de-carteras-de-bonos\/","title":{"rendered":"Una teoria de inmunizacion de carteras de bonos."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Alfredo Iba\u00f1ez Rodriguez <\/strong><\/h2>\n<p>Estudia la inmunizacion de carteras debonos libres de ejercicios de opcion y libres de riesgo de incumplimiento.  primero desarrolla a partir de un conjunto particular de shocks una nueva estrategia de inmunizacion; ajustar la duracion de la cartera y minimizar la medida de dispersion linear, despues defiende que cualquier medida de dispersion es una medida del riesgo de inmunizacion y calcula las carteras maximin en modelos donde la inmunizacion no es factible.  finalmente desarrolla el modelo tratado al principio con dos ejemplos:  el primero para inmunizar una cartera de bonos, sin restricciones a corto el segundo para cubrir una opcion en el modelo de black-scholes.  concluye afirmando que aunque la relacion entre precios de bonos y factores sea valida, existe otra relacion mucho mas fuerte y determinante entre los precios de los bonos y los cambios que pueden sufrir los tipos de interes, prueba tal relacion y la aplica al problema de la inmunizacion.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Una teoria de inmunizacion de carteras de bonos.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Una teoria de inmunizacion de carteras de bonos. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Alfredo Iba\u00f1ez Rodriguez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Carlos III de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1997<\/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>Alejandro Balbas De La Corte<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Javier Freixas Dargallo <\/li>\n<li>Eliseo Navarro Arribas (vocal)<\/li>\n<li>Gonzalo Rubio Irigoyen (vocal)<\/li>\n<li>Fernando Zapatero Huerga (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Alfredo Iba\u00f1ez Rodriguez Estudia la inmunizacion de carteras debonos libres de ejercicios de opcion y libres de [&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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