Buscar
Mostrando ítems 1-10 de 857
Análisis de eficiencia en los mercados de opciones sobre índices : una aproximación a los mercados emergentes
(Universidad EAFIT, 2011)
An efficient capital market is characterized because asset prices reflect the effects of information based on events that have already occurred and on events that the market expects will happen in the future (Fama, 1965). ...
Salarios y rendimiento académico : análisis a los egresados de la Universidad Eafit
(Universidad EAFIT, 2011)
Valoración de opciones tipo Lookback : una aplicación a la tasa de cambio
(Universidad EAFIT, 2007)
The development of instruments for hedging risks known as derivatives has been vertiginous in the last two decades. One of the most dynamic is the group of exotic options, that is to say, those that do not adjust to the ...
Valoración de Credit Default Swaps (CDS) : una aproximación Montecarlo
(Universidad EAFIT, 2007)
This paper presents a Credit Default Swap (CDS) pricing model. The estimation of the model is based on the Montecarlo method where the credit risk is modelled based on a Stopped Poisson stochastic process. This is an ...
Aplicación de un sistema casi ideal de demanda para el gasto en Colombia en el periodo 1968-2007
(Universidad EAFIT, 2010-11)
The present document studies the expenditure of the Colombian economy in the period of 1968-2007. An analysis of the demand elasticity associated with the bulk of total consumption of the representative Colombian is presented ...
La volatilidad de la tasa de interés a corto plazo : un ejercicio para la economía colombiana, 2001–2006
(Universidad EAFIT, 2007)
In this paper we analyze different methodologies that are used to handle the short term interest rate volatility. Specifically, we shall analyze the outcomes that are obtained through three specifications: CKLS, Conditional ...
