{"id":38748,"date":"2018-03-09T09:38:28","date_gmt":"2018-03-09T09:38:28","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/procesos-estocasticos-en-tiempo-continuo-y-aplicaciones-a-los-activos-financieros-derivados\/"},"modified":"2018-03-09T09:38:28","modified_gmt":"2018-03-09T09:38:28","slug":"procesos-estocasticos-en-tiempo-continuo-y-aplicaciones-a-los-activos-financieros-derivados","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/procesos-estocasticos-en-tiempo-continuo-y-aplicaciones-a-los-activos-financieros-derivados\/","title":{"rendered":"Procesos estocasticos en tiempo continuo y aplicaciones a los activos financieros derivados."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Angel Leon Valle <\/strong><\/h2>\n<p>1.- Estudio del efecto de la predicibilidad del rendimiento del activo subyacente en el precio de las opciones cuando los rendimientos est\u00e1n incorrelacionados con su historia pasada pero son predecibles con respecto a un conjunto de informaci\u00f3n mayor.  2.- Contraste del modelo de valoraci\u00f3n de opciones de heston (1993) en un marco de serie temporal para opciones sobre el ibex-35.  3.- Convergencia de procesos estoc\u00e1sticos del tiempo discreto al continuo y viceversa.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Procesos estocasticos en tiempo continuo y aplicaciones a los activos financieros derivados.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Procesos estocasticos en tiempo continuo y aplicaciones a los activos financieros derivados. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Angel Leon Valle <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Alicante<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 30\/10\/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>Enrique Sentana Iva\u00f1ez<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Juan  Carlos Gomez sala <\/li>\n<li>Juan  ignacio Pe\u00f1a s\u00e1nchez de rivera (vocal)<\/li>\n<li>eliseo Navarro arribas (vocal)<\/li>\n<li>alejandro Balbas de la corte (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Angel Leon Valle 1.- Estudio del efecto de la predicibilidad del rendimiento del activo subyacente en el [&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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