{"id":36541,"date":"1998-01-01T00:00:00","date_gmt":"1998-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/valoracion-de-opciones-exoticas-aplicacion-a-los-productos-indicados-emitidos-y-comercializados-en-espana\/"},"modified":"1998-01-01T00:00:00","modified_gmt":"1998-01-01T00:00:00","slug":"valoracion-de-opciones-exoticas-aplicacion-a-los-productos-indicados-emitidos-y-comercializados-en-espana","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/valoracion-de-opciones-exoticas-aplicacion-a-los-productos-indicados-emitidos-y-comercializados-en-espana\/","title":{"rendered":"Valoracion de opciones exoticas. aplicacion a los productos indicados emitidos y comercializados en espa\u00f1a."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Jos\u00e9 Luis Crespo Espert <\/strong><\/h2>\n<p>En base al an\u00e1lisis emp\u00edrico y matem\u00e1tico as\u00ed como de la teor\u00eda de valoraci\u00f3n de opciones financieras se realiza una clasificaci\u00f3n de las opciones financieras exoticas actualmente existentes en los mercados o.T.C. Y de aquellas que se han incorporado a productos estructurados negociados en mercados organizados. Se desarrollan los modelos de valoraci\u00f3n que mejor y mas facilmente se acomoden a cada tipo de opci\u00f3n ex\u00f3tica, proponiendose adaptaciones del modelo de black-scholes, del modelo binomial de cox-ross-rubenstein y del de simulaci\u00f3n de montecarlo de boyle.  se han analizado opciones asi\u00e1ticas, \u00abbarrera\u00bb, \u00ablookback\u00bb, digitales, \u00abpay later\u00bb, \u00abladder\u00bb, \u00abstep-lock\u00bb, \u00abshout\u00bb, \u00abcliquet\u00bb, \u00abgap\u00bb, bermudas, \u00abchooser\u00bb, \u00abrainbow\u00bb, apalancadas y compuestas as\u00ed como su utilizaci\u00f3n en bonos indizados, \u00abwarrants\u00bb y fondos de inversi\u00f3n garantizados.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Valoracion de opciones exoticas. aplicacion a los productos indicados emitidos y comercializados en espa\u00f1a.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Valoracion de opciones exoticas. aplicacion a los productos indicados emitidos y comercializados en espa\u00f1a. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Jos\u00e9 Luis Crespo Espert <\/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\/1998<\/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>Francisco Prieto Perez<\/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>Vicente Gonzalez Catala (vocal)<\/li>\n<li>Alfonso Rodriguez Rodriguez (vocal)<\/li>\n<li> Martin Marin Jos\u00e9 Luis (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Jos\u00e9 Luis Crespo Espert En base al an\u00e1lisis emp\u00edrico y matem\u00e1tico as\u00ed como de la teor\u00eda 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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