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Valoración binomial de opciones financieras

Author

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  • Luis Berggrun P.

Abstract

En estos apuntes de clase se discute la valoración de opciones financieras europeas como americanas. La valoración se efectúa asumiendo que el precio de subyacente sigue una distribución binomial. Se valoran inicialmente las opciones partiendo del concepto de no-arbitraje en tiempo discreto para luego generalizar la valoración en tiempo continuo.

Suggested Citation

  • Luis Berggrun P., 2011. "Valoración binomial de opciones financieras," Apuntes de Economía 9965, Universidad Icesi.
    • Handle: RePEc:col:000131:009965
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    File URL: http://www.icesi.edu.co/biblioteca_digital/handle/10906/67221
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