Modelación matemática en la valuación de opciones sobre acciones


Authors

  • Jhon Jairo León S.
  • Fernando Mesa
  • Pedro Pablo Cárdenas A.

DOI:

https://doi.org/10.22517/23447214.2939

Abstract

Se mostrará en este artículo los principios de la modelación matemática en la valuación de opciones sobre acciones, básicamente en lo referente al comportamiento del precio de las acciones. Para comprender mejor el funcionamiento de dichos modelos es necesario ante todo tener cierto conocimiento sobre el comportamiento de los precios de dicho activo y los pilares sobre los que se basa el modelo. En síntesis, se desarrollan en este trabajo los lineamientos generales del modelo del comportamiento del precio de las acciones, preliminares teóricos para adentrarse al entendimiento del modelo de Black-Scholes propiamente dicho.

Downloads

Download data is not yet available.

Downloads

Published

2009-05-30

How to Cite

León S., J. J., Mesa, F., & Cárdenas A., P. P. (2009). Modelación matemática en la valuación de opciones sobre acciones. Scientia Et Technica, 1(41). https://doi.org/10.22517/23447214.2939

Issue

Vol. 1 No. 41 (2009)

Section

Ciencias Básicas

License

Copyrights

The journal is free open access. The papers are published under the Creative Commons Attribution / Attribution-NonCommercial-NoDerivatives 4.0 International - CC BY-NC-ND 4.0 license. For this reason, the author or authors of a manuscript accepted for publication will yield all the economic rights to the Universidad Tecnológica of Pereira free of charge, taking into account the following:

In the event that the submitted manuscript is accepted for publication, the authors must grant permission to the journal, in unlimited time, to reproduce, to edit, distribute, exhibit and publish anywhere, either by means printed, electronic, databases, repositories, optical discs, Internet or any other required medium. In all cases, the journal preserves the obligation to respect, the moral rights of the authors, contained in article 30 of Law 23 of 1982 of the Government Colombian.

The transferors using ASSIGNMENT OF PATRIMONIAL RIGHTS letter declare that all the material that is part of the article is entirely free of copyright.  Therefore, the authors are responsible for any litigation or related claim to intellectual property rights. They exonerate of all responsibility to the Universidad Tecnológica of Pereira (publishing entity) and the Scientia et Technica journal. Likewise, the authors accept that the work presented will be distributed in free open access, safeguarding copyright under the Creative Commons Attribution / Recognition-NonCommercial-NoDerivatives 4.0 International - https://creativecommons.org/licenses/by-nc-nd/4.0/deed.es license.