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Browsing Maestría en Actuaría y Finanzas by Subject "510 - Matemáticas"
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Portafolios cointegrados en el mercado Colombiano
Markowitz explains in his article (Markowitz 1999) that portfolio analysis dates back to before the 19th century in countries like England. This was long before he published one of the most important papers on modern ... -
Valoración de opciones europeas en el modelo telegráfico con saltos doble exponenciales vía transformada de Laplace
This thesis studies the application of the Laplace transform for the valuation of European call and put options in the telegraphic model with constant and random jumps, where the jumps in the price of the underlying asset ...
