{"id":40818,"date":"1999-01-01T00:00:00","date_gmt":"1999-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/mercados-derivados-no-organizados-de-opciones-de-tipos-de-interes\/"},"modified":"1999-01-01T00:00:00","modified_gmt":"1999-01-01T00:00:00","slug":"mercados-derivados-no-organizados-de-opciones-de-tipos-de-interes","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/mercados-derivados-no-organizados-de-opciones-de-tipos-de-interes\/","title":{"rendered":"Mercados derivados no organizados de opciones de tipos de interes."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Cecilia Tellez Valle <\/strong><\/h2>\n<p>El presente trabajo de investigaci\u00f3n surge como consecuencia del crecimiento espectacular de negociaci\u00f3n en los mercados derivados no organizados y el desconocimiento paralelo de estos productos por sus usuarios en espa\u00f1a, tan \u00fatiles para controlar el riesgo de tipos de inter\u00e9s.  el objetivo estrat\u00e9gico ser\u00eda el infundir a los usuarios potenciales de estas opciones sus posibilidades de actuaci\u00f3n, el tratamiento contable y fiscal que pueden darles, as\u00ed como la valoraci\u00f3n de los mismos. Para ello, dividimos el trabajo en cuatro partes iguales:  1. La identificaci\u00f3n de estas opciones y las pautas seguidas para la elecci\u00f3n del contrato m\u00e1s apropiado.  2. La determinaci\u00f3n de la prima a pagar por la opci\u00f3n, siguiendo los modelos de valoraci\u00f3n de pasivos contingentes y adapt\u00e1ndolos a la valoraci\u00f3n de los contratos cap, floor, collar y swaption.  3. Estudiamos la casu\u00edstica en estos contratos y proponemos una normativa contable y fiscal.  4. Por \u00faltimo, la negociaci\u00f3n de estas opciones otc de tipos de inter\u00e9s, la evoluci\u00f3n a nivel mundial y nacional y el d\u00eda a d\u00eda en la negociaci\u00f3n espa\u00f1ola de estos contratos, a trav\u00e9s de la elaboraci\u00f3n de una encuesta distribuida entre los dealers del mercado en espa\u00f1a.  palabras clave: mercados financieros, derivados, otc, no organizados, opciones, caps, swaption.#<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Mercados derivados no organizados de opciones de tipos de interes.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Mercados derivados no organizados de opciones de tipos de interes. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Cecilia Tellez Valle <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Sevilla<\/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> Martin Marin Jos\u00e9 Luis<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Juan  manuel Mascare\u00f1as perez i\u00f1igo <\/li>\n<li>salvador Rayo canton (vocal)<\/li>\n<li>Luis Ferruz agudo (vocal)<\/li>\n<li> Oliver alfonso Mar\u00eda  dolores (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Cecilia Tellez Valle El presente trabajo de investigaci\u00f3n surge como consecuencia del crecimiento espectacular de negociaci\u00f3n en [&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 center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[82,963,1698,1302,4677,10715],"tags":[103849,6514,17137,10960,103850,70485],"class_list":["post-40818","post","type-post","status-publish","format-standard","hentry","category-ciencias-economicas","category-economia-sectorial","category-gestion-financiera","category-organizacion-y-gestion-de-empresas","category-sector-de-finanzas-y-seguros","category-sevilla","tag-cecilia-tellez-valle","tag-juan-manuel-mascarenas-perez-inigo","tag-luis-ferruz-agudo","tag-martin-marin-jose-luis","tag-oliver-alfonso-maria-dolores","tag-salvador-rayo-canton"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/40818","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=40818"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/40818\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=40818"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=40818"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=40818"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}