{"id":7786,"date":"1995-01-01T00:00:00","date_gmt":"1995-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/1995\/01\/01\/opciones-financieras-sobre-el-indice-ibex-35-eficiencia-y-valoracion\/"},"modified":"1995-01-01T00:00:00","modified_gmt":"1995-01-01T00:00:00","slug":"opciones-financieras-sobre-el-indice-ibex-35-eficiencia-y-valoracion","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/opciones-financieras-sobre-el-indice-ibex-35-eficiencia-y-valoracion\/","title":{"rendered":"Opciones financieras sobre el indice ibex-35: eficiencia y valoracion."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Calzada Arroyo Jos\u00e9 M. <\/strong><\/h2>\n<p>El trabajo es un estudio empirico de la eficiencia del mercado espa\u00f1ol de opciones sobre el indice ibex-35.  estudio de eficiencia que se realiza en funcion de los valores teoricos minimos exigibles a las primas cotizadas, de la relacion de paridad entre opciones de compras y opciones de venta y los modelos de valoracion black-scholes y black-76.  en funcion de los resultados obtenidos se proponen modificaciones en los modelos de valoracion de forma que sus resultados se ajusten mas a los valores del mercado. La modificacion consiste basicamente en considerar que la volatilidad no es la misma para todos los contratos, sino que es una funcion de la relacion existente entre el precio de ejercicio y el valor del subyacente.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Opciones financieras sobre el indice ibex-35: eficiencia y valoracion.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Opciones financieras sobre el indice ibex-35: eficiencia y valoracion. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Calzada Arroyo Jos\u00e9 M. <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Valladolid<\/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>Julio Garcia Villalon<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Prosper Lamothe Fern\u00e1ndez <\/li>\n<li>Alfredo Garcia Guemes (vocal)<\/li>\n<li>Carlos Contreras (vocal)<\/li>\n<li>Hortensia Fontanals (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Calzada Arroyo Jos\u00e9 M. El trabajo es un estudio empirico de la eficiencia del mercado espa\u00f1ol de [&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":[772,82,8619,963,4677,12451],"tags":[27740,27739,27741,27742,7955,12681],"class_list":["post-7786","post","type-post","status-publish","format-standard","hentry","category-actividad-economica","category-ciencias-economicas","category-dinero-y-banca","category-economia-sectorial","category-sector-de-finanzas-y-seguros","category-valladolid","tag-alfredo-garcia-guemes","tag-calzada-arroyo-jose-m","tag-carlos-contreras","tag-hortensia-fontanals","tag-julio-garcia-villalon","tag-prosper-lamothe-fernandez"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/7786","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=7786"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/7786\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=7786"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=7786"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=7786"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}