{"id":65917,"date":"2008-04-07T00:00:00","date_gmt":"2008-04-07T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/teoria-de-operadores-y-calculo-estocastico-aplicado-a-las-finanzas\/"},"modified":"2008-04-07T00:00:00","modified_gmt":"2008-04-07T00:00:00","slug":"teoria-de-operadores-y-calculo-estocastico-aplicado-a-las-finanzas","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/teoria-de-operadores-y-calculo-estocastico-aplicado-a-las-finanzas\/","title":{"rendered":"Teor\u00eda de operadores y c\u00e1lculo estoc\u00e1stico aplicado a las finanzas"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Domingo Israel Cruz Baez <\/strong><\/h2>\n<p>En esta memoria de doctorado se ha afrontado un problema relativo a la resoluci\u00f3n anal\u00edtica y num\u00e9rica de la valoraci\u00f3n de opciones financieras desde una perspectiva globalizadora, desconocida hasta ahora en la bibliograf\u00eda.  partiendo de la contribuci\u00f3n seminal de black-scholes, el tratamiento de estas opciones se redujo al estudio de diversas ecuaciones en derivadas parciales, donde comparecen diferentes operadores con coeficientes no acotados. Tales ecuaciones englobadas en el entorno general del problema de difusi\u00f3n precisan un cuidadoso an\u00e1lisis de las condiciones de crecimiento de estos coeficientes, para que puedan ser aplicadas las t\u00e9cnicas avanzadas del an\u00e1lisis funcional.   sin embargo, los esfuerzos de los investigadores se han venido ci\u00f1endo a la b\u00fasqueda de soluciones expl\u00edcitas utilizando t\u00e9cnicas de similaridad, y, en los casos en los cuales no es posible alcanzar dicho objetivo, a enfrentar la problem\u00e1tica con metodolog\u00eda num\u00e9rica, en m\u00faltiples ocasiones sin que pueda justificarse con rigor el proceso.  por tanto se precisaba un ordenamiento estructural de los trabajos conocidos, para ello utilizamos la teor\u00eda de semigrupos de hille y yosida, con el fin de encontrar condiciones de regularidad, de forma que los diversos problemas est\u00e9n bien planteados en sentido de hadamard y como consecuencia de ello, se garantiza que los tratamientos num\u00e9ricos cuentan con los rudimentos esenciales de robustez, convergencia y estabilidad.  tal ordenamiento ha sido alcanzado en la memoria. Adem\u00e1s se obtienen nuevas soluciones expl\u00edcitas y los ensayos num\u00e9ricos realizados mejoran notablemente los ya conocidos.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Teor\u00eda de operadores y c\u00e1lculo estoc\u00e1stico aplicado a las finanzas<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Teor\u00eda de operadores y c\u00e1lculo estoc\u00e1stico aplicado a las finanzas <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Domingo Israel Cruz Baez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 La laguna<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 04\/07\/2008<\/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>Jos\u00e9 Manuel Gonz\u00e1lez Rodr\u00edguez<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: celso Mart\u00ednez carracedo <\/li>\n<li>Luis Casas\u00fas latorre (vocal)<\/li>\n<li>josefina Mart\u00ednez barbeito (vocal)<\/li>\n<li>Jos\u00e9 Rodr\u00edguez exp\u00f3sito (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Domingo Israel Cruz Baez En esta memoria de doctorado se ha afrontado un problema relativo a la [&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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