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examen_derivados

Examen Derivados en Tiempo Discreto del máster de banca y finanzas cuantitativas de la Universidad de Valencia, consistente en la realización de 2 tareas. Este trabajo sustituye al examen presencial debido a la cuarentena decretada por causa del COVID-19.

Tarea 1: cobertura de un fondo que replica a un índice mediante la técnica de portfolio insurance.

Tarea 2: simulación de una opción asiática de media aritmética.

Alumno: Manuel de la Llave Roselló. Profesor: Hipòlit Torró. Curso académico: 2019-2020

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