Algunos modelos matemáticos en finanzas


Authors

  • Pedro Pablo Cardenas A.
  • Fernando Mesa
  • Jhon Jairo León Salazar

DOI:

https://doi.org/10.22517/23447214.349

Abstract

En el presente artículo se muestran algunas ideas de los diversos modelos matemáticos presentes en las finanzas. Mediante ideas básicas de la teoría de finanzas, se llegará a la ecuación central que rige la mayoría de problemas sobre los derivados financieros, se hablará entonces de la ecuación diferencial parcial de Black-Scholes.

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Published

2010-08-31

How to Cite

Cardenas A. , P. P., Mesa , F., & León Salazar, J. J. (2010). Algunos modelos matemáticos en finanzas. Scientia Et Technica, 2(45). https://doi.org/10.22517/23447214.349

Issue

Vol. 2 No. 45 (2010)

Section

Ciencias Básicas

License

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