{"id":39763,"date":"1999-01-01T00:00:00","date_gmt":"1999-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/estrategias-eficientes-en-los-mercados-de-opciones-y-futuros\/"},"modified":"1999-01-01T00:00:00","modified_gmt":"1999-01-01T00:00:00","slug":"estrategias-eficientes-en-los-mercados-de-opciones-y-futuros","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/estrategias-eficientes-en-los-mercados-de-opciones-y-futuros\/","title":{"rendered":"Estrategias eficientes en los mercados de opciones y futuros."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Juan Garrido Lopez <\/strong><\/h2>\n<p>En esta tesis se pretende generalizar, al \u00e1mbito de las opciones europeas sobre un \u00fanico subyacente, las ideas que aparecen por primera vez en el art\u00edculo \u00abportfolio selection\u00bb de h. Markowitz (journal of finance 1952), es decir, se pretende obtener la estrategia compuesta por opciones europeas sobre un \u00fanico subyacente, que minimice el riesgo de obtener una determinada rentabilidad. para llevar a cabo este fin se propone un nuevo m\u00e9todo de valoraci\u00f3n de opciones que permite, por una parte, resolver el problema mencionado, y por otra, valorar de forma exacta las denominadas opciones con doble barrera. Tambi\u00e9n se utiliza el mismo m\u00e9todo para resolver otros tipos de problemas similares como el del c\u00e1lculo de la estrategia eficiente con derivados cuando se modelizan las expectativas del inversor sobre la volatilidad del subyacente mediante escenarios.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Estrategias eficientes en los mercados de opciones y futuros.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Estrategias eficientes en los mercados de opciones y futuros. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Juan Garrido Lopez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1999<\/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>Gregorio Diaz<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: pilar Ibarrola mu\u00f1oz <\/li>\n<li>alejandro Balbas de la corte (vocal)<\/li>\n<li>Emilio Cerd\u00e1 tena (vocal)<\/li>\n<li>Mar\u00eda Bonilla musoles (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Juan Garrido Lopez En esta tesis se pretende generalizar, al \u00e1mbito de las opciones europeas sobre un [&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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