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Aproximación A La Valoración De Opciones Bajo El Análisis De La Teoría De Juegos

Author

Listed:
  • Humberto Banda Ortiz

    (Tecnológico de Monterrey, Campus Santa Fe)

  • Orestes Gámez Díaz

    (Tecnológico de Monterrey, Campus Santa Fe)

Abstract

Desde los pioneros trabajos de Black y Scholes (1973) y Merton (1973) , el campo de la valuación de activos derivados ha tenido un vertiginoso crecimiento. Los estudios posteriores a estos autores han permitido el desarrollo de lo que hoy se conoce como Option Pricing. El foco central del presente artículo es la utilización de la Teoría de Juegos como una herramienta de análisis, para la introspección y entendimiento de situaciones óptimas y de equilibrio en aplicaciones de negocios. Este estudio incluye reflexiones teóricas y empíricas, intentando mostrar el potencial del avance logrado por las finanzas en los últimos años.

Suggested Citation

  • Humberto Banda Ortiz & Orestes Gámez Díaz, 2005. "Aproximación A La Valoración De Opciones Bajo El Análisis De La Teoría De Juegos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 4(1), pages 33-40, Marzo 200.
    • Handle: RePEc:imx:journl:v:4:y:2005:i:1:p:33-40
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    More about this item

    Keywords

    Opciones; Teoría de Juegos; Valoración;
    All these keywords.

    JEL classification:

    • C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • M52 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Personnel Economics - - - Compensation and Compensation Methods and Their Effects

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