{"id":59948,"date":"2018-03-09T22:47:46","date_gmt":"2018-03-09T22:47:46","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/aplicaciones-de-los-procesos-de-decision-markovianos-a-modelos-de-riesgo-de-credito\/"},"modified":"2018-03-09T22:47:46","modified_gmt":"2018-03-09T22:47:46","slug":"aplicaciones-de-los-procesos-de-decision-markovianos-a-modelos-de-riesgo-de-credito","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/aplicaciones-de-los-procesos-de-decision-markovianos-a-modelos-de-riesgo-de-credito\/","title":{"rendered":"Aplicaciones de los procesos de decisi\u00f3n markovianos a modelos de riesgo de cr\u00e9dito"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Monica Buendia Capella <\/strong><\/h2>\n<p>Se propone un modelo din\u00e1mico para la inversi\u00f3n en t\u00edtulos de deuda con riesgo de cr\u00e9dito. Utilizando la valoraci\u00f3n de bonos con riesgo de incumplimiento de los modelos de forma reducida, el modelo que se presenta plantea un problema de inversi\u00f3n en bonos cup\u00f3n cero con riesgo de cr\u00e9dito como un proceso de decisi\u00f3n markoviano con horizonte finito y tiempo discreto. Se estudian las estrategias \u00f3ptimas de inversi\u00f3n y se aplica la inducci\u00f3n hac\u00eda atr\u00e1s para hallar dichas estrategias. Queda de manifiesto la existencia de estrategias de inversi\u00f3n \u00f3ptimas y el modelo propuesto determina dicha estrategias.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Aplicaciones de los procesos de decisi\u00f3n markovianos a modelos de riesgo de cr\u00e9dito<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Aplicaciones de los procesos de decisi\u00f3n markovianos a modelos de riesgo de cr\u00e9dito <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Monica Buendia Capella <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Nacional de educaci\u00f3n a distancia<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 13\/07\/2007<\/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> \u00e1lvarez L\u00f3pez Alberto Augusto<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: emilio Prieto s\u00e1ez <\/li>\n<li>paloma G\u00f3mez toledano (vocal)<\/li>\n<li>Rafael Gonzalo molina (vocal)<\/li>\n<li>mart\u00edn Manuel Garbayo moreno (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Monica Buendia Capella Se propone un modelo din\u00e1mico para la inversi\u00f3n en t\u00edtulos de deuda con riesgo [&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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