{"id":6268,"date":"1995-01-01T00:00:00","date_gmt":"1995-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/1995\/01\/01\/las-bases-estocasticas-de-la-modelizacion-financiera\/"},"modified":"1995-01-01T00:00:00","modified_gmt":"1995-01-01T00:00:00","slug":"las-bases-estocasticas-de-la-modelizacion-financiera","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/las-bases-estocasticas-de-la-modelizacion-financiera\/","title":{"rendered":"Las bases estocasticas de la modelizacion financiera."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Santiago Leguey Galan <\/strong><\/h2>\n<p>Sobre la base de los trabajos de ito, se analizan en este trabajo los procedimientos utilizados para valorar opciones financieras. Se obtiene el valor teorico de contratos de opciones, partiendo de una evolucion continua de los activos, y bajo distintas hipotesis sobre el comportamiento de la variables de las que depende la opcion.  finalmente, planteamos una generalizacion del concepto de opcion que denominamos opcion de eleccion multiple, se analiza este nuevo instrumento, y se aplica para obtener un algoritmo de aproximacion al valor de una opcion de venta americana.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Las bases estocasticas de la modelizacion financiera.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Las bases estocasticas de la modelizacion financiera. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Santiago Leguey Galan <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1995<\/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>Eugenio Prieto Perez<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Pilar Ibarrola Mu\u00f1oz <\/li>\n<li>M\u00e1ximo Borrell Vidal (vocal)<\/li>\n<li> Martin-guzman Concejo M. Pilar (vocal)<\/li>\n<li>Prosper Lamothe Fern\u00e1ndez (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Santiago Leguey Galan Sobre la base de los trabajos de ito, se analizan en este trabajo los [&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":[1477,126,1476],"tags":[17136,23693,1135,3366,12681,23692],"class_list":["post-6268","post","type-post","status-publish","format-standard","hentry","category-estadistica","category-matematicas","category-teoria-estocastica-y-analisis-de-series-temporales","tag-eugenio-prieto-perez","tag-martin-guzman-concejo-m-pilar","tag-maximo-borrell-vidal","tag-pilar-ibarrola-munoz","tag-prosper-lamothe-fernandez","tag-santiago-leguey-galan"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/6268","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=6268"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/6268\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=6268"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=6268"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=6268"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}