Buscar
Mostrando ítems 1-10 de 645
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 ...
Elasticidad precio - demanda de los usuarios no regulados en Colombia
(Universidad EAFIT, 2011)
Predicción del comportamiento diario de la acción de SURAMINV : redes neuronales y modelos econométricos
(Universidad EAFIT, 2009)
The current study shows evidence that using statistical, econometric and artificial intelligence models it is possible to predict the daily stock price fluctuations of SURAMINV, in contrast with the weak form of efficient-market ...
Impacto de los cambios del control corporativo sobre el valor de las empresas en América Latina
(Universidad EAFIT, 2011)
Flujos de capital extranjero, volatilidad de los rendimientos, riesgo de mercado mundial, ARCH-GARCH,VAR
(Universidad EAFIT, 2009)
This study measured the effect of foreign capital flows on volatility and exposure to world market risk in the six largest Latin American stock markets: Argentina, Brazil, Colombia, Chile, Mexico and Peru, from the late ...
