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Una Nueva Propuesta De Solución De La Ecuación De Black-Scholes-Merton

Author

Listed:
  • Danaé Duana Ávila
  • Mario García Juárez
  • César Gabriel Millán Díaz

Abstract

En 1973 Fisher Black, Myron Scholes y Robert Merton lograron uno de los mayores avances en la valuación de opción es hasta ese momento, que es conocido como el modelo de Black-Scholes, que ha tenido una gran influencia en la manera en que los agentes valuan y cubren opción es. Ha sido también un punto de referencia para el desarrollo y éxito de la ingeniería financiera desde entonces. La importancia del modelo fue reconocida cuando Robert Merton y Myron Scholes fueron reconocidos con el Premio Nobel de Economía; desafortunadamente Fisher Black falleció en 1995, quien indudablemente también hubiera recibido el premio.

Suggested Citation

  • Danaé Duana Ávila & Mario García Juárez & César Gabriel Millán Díaz, 2008. "Una Nueva Propuesta De Solución De La Ecuación De Black-Scholes-Merton," Contribuciones a la Economía, Servicios Académicos Intercontinentales SL, issue 2008-01, January.
  • Handle: RePEc:erv:contri:y:2008:i:2008-01:9
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    Keywords

    Black; Scholes; erton; ecuacion; call; put;
    All these keywords.

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