Examinando por Materia "FINANZAS - MODELOS MATEMÁTICOS"
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Ítem Opciones reales en la gerencia de proyectos(Universidad EAFIT, 2016) Arango Márquez, Daniel; Diez Benjumea, Jhon MiguelTeniendo en cuenta el escaso conocimiento y utilización de las opciones reales a la hora de realizar la evaluación financiera de un proyecto, se evidencia una oportunidad de elaborar un estado del arte de esta metodología con el fin de comparar las ventajas y las desventajas respecto a los métodos tradicionales más utilizados -- Para el desarrollo de la investigación se recurrió a información secundaria dentro de las bases de datos de la universidad EAFIT y su biblioteca, donde se encontraron artículos y material académico que arrojaron datos significativos que contribuyeron al cumplimiento de los objetivos -- Dentro de los resultados se encentra que el VPN y la TIR son las metodologías más comunes para la evaluación de proyectos en gran medida por su sencilla aplicación -- Por otro lado, las opciones reales son poco utilizadas por desconocimiento y por la aparente complejidad de su aplicación -- La mayor desventaja que presentan las metodologías tradicionales es que son estáticas, rígidas, orientadas al corto plazo y no manejan eficazmente la incertidumbre, mientras que las opciones reales tienen en cuenta la flexibilidad estratégica incorporada en un proyectoÍtem Option pricing from Ornstein Uhlenbeck process : explicit valuation formula and numerical approximation(Universidad EAFIT, 2021) Pérez Monsalve, Juan Pablo; Marín Sánchez, Fredy HernanÍtem Robo Advisors: la evolución en la forma de invertir en el mercado de capitales(Universidad EAFIT, 2018) Montoya Vélez, Angélica; Villaquirán Lacouture, Andrés JoséWealth management and financial advisory services are being impacted by technology through a relatively new tool known as robo advisor, which through the use of algorithms and mathematical models, and based on the risk profile of the investor, generate a recommendation of investment and execute it in the markets generally through ETFs or exchange-traded funds -- Through a bibliographic review of this service and its implementation in other countries, the feasibility of implementing this tool by brokerage firms in Colombia was established -- All this takes into account the advantages it offers, its limitations and the risks and threats for both companies and investors -- It also makes a review of the most likely customers to be attracted by this tool -- So far in developed countries’ markets, those have turned out to be the millennials, but it is possible to expect that in developing countries regardless of age, customers primarily attracted to the tool will be those that historically have been neglected as unprofitable due to low levels of potential investment -- This doesn´t rule out the fact that it can also attract larger investors and consequently robo advisors will complement financial advisors or at some point replace themÍtem Valoración financiera de los proyectos “Fábrica de bioinsumos”, “Escalamiento de una planta de producción de soluciones habitacionales flotantes” y “Modelo renting de bicicletas eléctricas”, con base en una herramienta automatizada en Excel ®(2018) Aramburo Sierra, Andrés; Villegas Álvarez, Ricardo; Gómez Salazar, Elkin ArcesioThis graduation project will create an Excel® tool for project valuation, including a stochastic model in the framework of the SOLA Project built in 2017 developed with resources from the European Union -- It includes, within its variable processing model, stochastic elements that allows it to carry out probabilistic financial evaluations -- This is how, the tool expands its capacities for the evaluation of innovation projects -- The graduation project begins with the presentation of a conceptual framework that allows understanding the two fundamental conceptual elements of the tool: mathematical modeling and financial valuation -- The first element is understood as a representation of reality that enables one to answer questions about that reality with a specific purpose -- The second element is defined as the estimation of the wealth generation capacity of a productive asset, being a business, a project or a technology, from the point of view of the contributors of capital -- With these fundamental elements defined, a detailed explanation of the functioning of the tool is presented and additionally, a comparative exercise is carried out, so is evident the relationship of the tool with the main concepts of project management -- Finally, three technologies are evaluated through a systematic process that includes the contextualization of the projects; the construction of evaluation assumptions; the processing of the variables and the presentation of the respective results and recommendations -- It is worth mentioning that the projects evaluated are part of the portfolio of the Innovation Department of the EAFIT University, and they are known as: - Bio factory -- Scaling of a production plant for floating housing solutions -- Renting model of electric bicycles