ListarGrau en Finances i Comptabilitat por tema "volatility"
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Comparison of portfolio optimization tarough the Markowitz's approach and value atrisk as the risk measure
Universitat Jaume I (2019-07-11)This study compares several approaches to portfolio optimization, the Markowitz’s (1952) approach and the approach based on the normal distribution of Value at Risk, with the different levels of confidence as a measure of ... -
Valuation of options
Universitat Jaume I (2017-07-18)Given the financial problems that have been suffered globally, it is planed to do the final grade project focused in the valuation of financial options to learn to cover future fluctuations in financial markets. For this ...
