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Valoración de Opciones por el método de Black Scholes en R-project Patterns in Neighboring Areas: Colombia

Author

Listed:
  • Mónica Arango

    (Universidad Nacional de Colombia- Sede Manizales)

  • Ricardo Rojas

    (Universidad Tecnológica de Pereira)

  • Daniel Tabares

    (Universidad Manizales)

Abstract

Este artículo, profundiza el marco teó-rico que referencia el manejo de los Derivados Financieros, con el fin de comprender el uso de las Opciones Financieras para Acciones y su proceso de valoración, mediante el método de Black Scholes, con el propósito de ge-nerar una serie de instrucciones que al ser aplicadas en el programa R-Project, se obtenga el valor y se generen resul-tados de una manera rápida y sencilla, requeridos para el análisis en la toma de decisiones.

Suggested Citation

  • Mónica Arango & Ricardo Rojas & Daniel Tabares, 2015. "Valoración de Opciones por el método de Black Scholes en R-project Patterns in Neighboring Areas: Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., vol. 0(16), pages 214-225, Septiembr.
    • Handle: RePEc:mnz:lumina:v:0:y:2015:i:16:p:214-225
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