Ítem
Restringido
Valor en riesgo de las operaciones carrusel "TES - B pesos"
| dc.contributor.advisor | Rodríguez-Niño, Norberto | |
| dc.creator | Ramírez Ortiz, Paula | |
| dc.creator | Pinilla Sánchez, Carolina | |
| dc.creator.degree | Economista | spa |
| dc.creator.degreetype | Full time | spa |
| dc.date.accessioned | 2020-03-27T12:03:41Z | |
| dc.date.available | 2020-03-27T12:03:41Z | |
| dc.date.created | 2006-09 | |
| dc.date.issued | 2006 | |
| dc.description | Este trabajo tiene por objeto construir un modelo de valoración de las operaciones carrusel que permita establecer los riesgos inherentes a estas transacciones bursátiles, y dar a conocer una metodología de estimación de capital adecuado para ejecutar carruseles en posición propia. | spa |
| dc.format.mimetype | application/pdf | |
| dc.identifier.doi | https://doi.org/10.48713/10336_21193 | |
| dc.identifier.uri | https://repository.urosario.edu.co/handle/10336/21193 | |
| dc.language.iso | spa | spa |
| dc.publisher.department | Facultad de economía | spa |
| dc.publisher.program | Economía | spa |
| dc.rights.accesRights | info:eu-repo/semantics/closedAccess | |
| dc.rights.acceso | Bloqueado (Texto referencial) | spa |
| dc.source.bibliographicCitation | Francis X. Diebold y Canlin Li (2003), “Forecasting the Term Structure of Government Bond Yields”, Working Paper Universidad de Pennsylvania y NBER. Disponible en la pagina web: Http://www.ssc.upenn.edu/ | spa |
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| dc.source.bibliographicCitation | Roberto Pinilla, Luis Antonio Valero y Alexander Guzmán (2003), “Operaciones Financieras en el Mercado Bursátil”, Universidad Externado de Colombia. | spa |
| dc.source.bibliographicCitation | Philippe Jorion (1997), “Value at Risk”, Ed Irwin. | spa |
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| dc.source.bibliographicCitation | Le Saout Erwan (2001), “Incorporating Liquidity Risk in VaR Models”, Universidad de Rennes. | spa |
| dc.source.bibliographicCitation | Lawrence y Robinson (1998), “Liquidity, Dynamic Hedging and Value at Risk”, Risk Management For financial Institutions. | spa |
| dc.source.bibliographicCitation | Bolsa de Valores de Colombia (2001), Metodos de Estimación de la Curva Cero Cupon para Titulos TES”. | spa |
| dc.source.bibliographicCitation | Luca Erzagovesi (2002), “VaR and Liquidity Risk Impact on Market Behaviour and Measurement Issues”, www.aleaweb.org. | spa |
| dc.source.bibliographicCitation | Dvid Dubofsky y Thomas Miller (2003), “Derivatives: Valuation and Risk Management”, Oxford University Press. | spa |
| dc.source.instname | instname:Universidad del Rosario | spa |
| dc.source.reponame | reponame:Repositorio Institucional EdocUR | spa |
| dc.subject | Tasas de interés | spa |
| dc.subject | Modelos de media dinámica. | spa |
| dc.subject | Modelos de la curva de rendimientos | spa |
| dc.subject | Valoración de riesgo | spa |
| dc.subject.ddc | Economía financiera | spa |
| dc.subject.lemb | Tasas de interés | spa |
| dc.subject.lemb | Mercados::Riesgos | spa |
| dc.subject.lemb | Liquidez::Riesgos | spa |
| dc.title | Valor en riesgo de las operaciones carrusel "TES - B pesos" | spa |
| dc.type | bachelorThesis | eng |
| dc.type.document | Análisis de caso | spa |
| dc.type.hasVersion | info:eu-repo/semantics/acceptedVersion | |
| dc.type.spa | Trabajo de grado | spa |
