{"id":41288,"date":"1999-01-01T00:00:00","date_gmt":"1999-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/analisis-y-valoracion-de-los-swaps-de-tipos-de-interes\/"},"modified":"1999-01-01T00:00:00","modified_gmt":"1999-01-01T00:00:00","slug":"analisis-y-valoracion-de-los-swaps-de-tipos-de-interes","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/analisis-y-valoracion-de-los-swaps-de-tipos-de-interes\/","title":{"rendered":"Analisis y valoracion de los swaps de tipos de interes."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Jos\u00e9 Eduardo Rodriguez  Oses <\/strong><\/h2>\n<p>Los swaps son innovaciones financieras puras, que surgen como respuesta a la fuerte incertidumbre econ\u00f3mico-financiera existente.  en la investigaci\u00f3n, desde la \u00f3ptica de la empresa, destacamos, utilizando el m\u00e9todo anal\u00edtico sint\u00e9tico, las posibilidades que ofrece el instrumento para gestionar el riesgo de inter\u00e9s, las ventajas e inconvenientes m\u00e1s relevantes que presenta el swap frente al resto de los instrumentos financieros derivados b\u00e1sicos y, ponemos de manifiesto ciertas evidencias empiricas sobre el comportamiento de su mercado.  analizamos los principales m\u00e9todos empleados para fijar el precio te\u00f3rico y el valor de los swaps de tipos de inter\u00e9s, tanto para estructuras gen\u00e9ricas como no gen\u00e9ricas. Los m\u00e9todos de valoraci\u00f3n de los swaps basados en actualizar sus flujos con tipos cup\u00f3n cero parecen imponerse. proponemos la estimaci\u00f3n de \u00e9stos en tiempo real mediante el m\u00e9todo bootstrapping o de \u00absustituci\u00f3n sucesiva\u00bb, de manera que una vez determinados los factores de descuento correspondientes, puedan ser empleados en el \u00abmetodo de determinaci\u00f3n de los tipos variables\u00bb. En nuestra opini\u00f3n, el valor te\u00f3rico obtenido para un swap concreto debe ser revisado y recalculado a trav\u00e9s del \u00abm\u00e9todo del coste de reposici\u00f3n o de reemplazamiento\u00bb, en funci\u00f3n de las condiciones existentes en los mercados financieros.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Analisis y valoracion de los swaps de tipos de interes.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Analisis y valoracion de los swaps de tipos de interes. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Jos\u00e9 Eduardo Rodriguez  Oses <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pa\u00eds vasco\/euskal herriko unibertsitatea<\/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>Juan  Carlos Ayala Calvo<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: emilio Soldevilla Garc\u00eda <\/li>\n<li>Luis tomas Diez de castro (vocal)<\/li>\n<li>jaume Gil aluja (vocal)<\/li>\n<li>Javier Ruiz cabestre (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Jos\u00e9 Eduardo Rodriguez Oses Los swaps son innovaciones financieras puras, que surgen como respuesta a la fuerte [&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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