IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Productos derivados sobre bienes de consumo

  • Francisco Venegas Martinez
  • Salvador Cruz Ake


    (Instituto Politecnico Nacional)

Este trabajo de investigacion desarrolla un modelo de equilibrio general con expectativas racionales en tiempo continuo util para la determinacion de precios de contratos forward, contratos futuros, bonos cupon cero y opciones europeas (de compra y venta) sobre bienes de consumo. Para ello, el modelo considera un individuo representativo en una economia con dos bienes, los cuales son producidos con tecnologias estocasticas. Por ultimo, el modelo propuesto permite examinar estrategias para obtener ganancias especulativas mediante el uso de diferentes productos derivados.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
Download Restriction: no

File URL:
Download Restriction: no

Article provided by Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia. in its journal EconoQuantum, Revista de Economia y Negocios.

Volume (Year): 6 (2010)
Issue (Month): 2 (Enero-Junio)
Pages: 25-54

in new window

Handle: RePEc:qua:journl:v:6:y:2010:i:2:p:25-54
Contact details of provider: Postal:
636 6270

Phone: 636 6270
Fax: 633 6975
Web page:

More information through EDIRC

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:qua:journl:v:6:y:2010:i:2:p:25-54. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sandra Ivett Portugal Padilla)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.