Este trabajo presenta las bases conceptuales de la valuación de opciones, considerando exclusivamente la modalidad “europea”, en tiempo discreto y sobre la base del concepto de arbitraje. Se analizan distintas alternativas ...

The course provides the students the knowledge of the economic variables that have the international financial markets which affect the private and public corporations, to increase the capital and to create portfolios of ...

An option is a security that gives its owner the right to trade in a fixed number of shares of a specified common stock at a fixed price at any time on or before a given date. The act of making this transaction is referred ...

A financial derivative is an instrument that depends (drift) on another and acts as a kind of insurance against changes in the value of the asset or the good from which it is derived. For us, it is especially interesting ...

This paper the bid-ask spread for options over the standard and poor index pof chicago boar option eschange (CBOE) and how explained by th greek letters ootions based on Maria E. de Boirie Yong o kim. Simon J Park. the ...