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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Vives i Santa Eulàlia, Josep, 1963- | - |
| dc.contributor.author | Picas i Gil, Pau | - |
| dc.date.accessioned | 2023-10-26T06:33:08Z | - |
| dc.date.available | 2023-10-26T06:33:08Z | - |
| dc.date.issued | 2023-06-13 | - |
| dc.identifier.uri | https://hdl.handle.net/2445/203145 | - |
| dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2023, Director: Josep Vives i Santa Eulàlia | ca |
| dc.description.abstract | [en] We will study some mathematical models which are useful to model financial markets. The most basic one, in the continuous case, is known as the Black-Scholes model. However, in order to model abrupt changes in the market, after introducing the Poisson process, we will study two models which include discontinuity, known as the Merton model and the Kou model. Finally, we will compare them. | ca |
| dc.format.extent | 52 p. | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | cat | ca |
| dc.rights | cc-by-nc-nd (c) Pau Picas i Gil, 2023 | - |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
| dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | - |
| dc.subject.classification | Processos estocàstics | ca |
| dc.subject.classification | Processos puntuals | - |
| dc.subject.classification | Processos de Markov | ca |
| dc.subject.classification | Opcions (Finances) | ca |
| dc.subject.classification | Treballs de fi de grau | ca |
| dc.subject.classification | Models matemàtics | ca |
| dc.subject.other | Stochastic processes | en |
| dc.subject.other | Point processes | - |
| dc.subject.other | Markov processes | en |
| dc.subject.other | Options (Finance) | en |
| dc.subject.other | Bachelor's theses | en |
| dc.subject.other | Mathematical models | en |
| dc.title | Els models de Merton i Kou | ca |
| dc.type | info:eu-repo/semantics/bachelorThesis | ca |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
| Appears in Collections: | Treballs Finals de Grau (TFG) - Matemàtiques | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| tfg_picas_gil_pau.pdf | Memòria | 497.86 kB | Adobe PDF | View/Open |
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