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Estrategias de inversión con opciones

Author

Listed:
  • María Elena Gil García

    (Facultad de CC. Económicas y Empresariales. Universidad Complutense de Madrid.)

Abstract

El objetivo de este trabajo es plantear un análisis que contemple tanto la teoría clásica de selección de inversiones como la estrategia de la empresa. Esta contribución a la formulación de la estrategia de la empresa es de gran importancia, ya que incide en la asignación de recursos a las diversas actividades. Este artículo contiene una fórmula básica para la valoración de opciones, que constituye el eje central de toda la teoría de valoración de opciones y que posteriormente ha sido revisada bajo otras hipótesis restrictivas por diversos autores, tales como Merton (1976), Brennan y Schwartz (1977), Cox y Ross (1976), Ingersoll (1977), Rubinstein (1976).

Suggested Citation

  • María Elena Gil García, 1988. "Estrategias de inversión con opciones," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 88-30, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ucm:doctra:88-30
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