Matemàtica financera en temps de crisi

Authors

  • Arturo Valdivia

Abstract

In this paper we present some of the important stochastic processes, and their corresponding stochastic calculus, for quantitative credit risk theory. This branch of mathematical finance focuses on the study of defaultable claims, that is to say, financial contracts prone to economic losses produced when one of the parties signing the contract fails whether intentionally or unintentionally to fulfil its contractual obligations. These kinds of contracts are ubiquitous in the current economic crisis; thus we are interested in discussing these contracts from a mathematical finance point of view in these times of global crisis.

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Published

2015-01-26

How to Cite

Valdivia, A. (2015). Matemàtica financera en temps de crisi. Butlletí De La Societat Catalana De Matemàtiques, 29(2), 167–197. Retrieved from https://revistes.iec.cat/index.php/BSCM/article/view/86990.001

Issue

Vol. 29 No. 2 (2014)

Section

Articles

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