Precificação de opções do mercado brasileiro utilizando processo de variância gama
Autor(a) principal: | |
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Data de Publicação: | 2013 |
Tipo de documento: | Dissertação |
Idioma: | por |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/10516 |
Resumo: | Despite its widespread use in equity pricing modeling, by hypothesis, the Black Scholes model (like other diffusion models) has limitations that don’t allow it to capture some typical market behaviors. Due this fact, several authors have proposed that stock prices follow a pure jump models and their modeling is structured by a Lévy process. In this context, this paper shows a study on the options pricing using a model developed by Madan and Seneta (1990) which is based on pure jumps process known as variance gamma (VG). This work presents the study of two new curves plotted from the variance gamma model in addition to the classical volatility smile curve. Together these three curves can be used as tools to better explain the behavior of asset prices. As database were used Brazilian historical stocks e options prices. |
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Santana, Flávio Ryan da SilvaEscolas::EESPMarques, Alessandro MartimGrisi, Rafael de MattosPinto, Afonso de Campos2013-02-20T12:13:12Z2013-02-20T12:13:12Z2013-01-24SANTANA, Flavio Ryan da Silva. Precificação de opções do mercado brasileiro utilizando processo de variância gama. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2013.http://hdl.handle.net/10438/10516Despite its widespread use in equity pricing modeling, by hypothesis, the Black Scholes model (like other diffusion models) has limitations that don’t allow it to capture some typical market behaviors. Due this fact, several authors have proposed that stock prices follow a pure jump models and their modeling is structured by a Lévy process. In this context, this paper shows a study on the options pricing using a model developed by Madan and Seneta (1990) which is based on pure jumps process known as variance gamma (VG). This work presents the study of two new curves plotted from the variance gamma model in addition to the classical volatility smile curve. Together these three curves can be used as tools to better explain the behavior of asset prices. As database were used Brazilian historical stocks e options prices.Apesar de seu uso amplo no mercado financeiro para modelagem dos preços de ações, o modelo de Black Scholes, assim como os demais modelos de difusão, possui por hipótese limitações que não permitem a ele capturar alguns comportamentos típicos desse mercado. Visto isso, diversos autores propuseram que os preços das ações seguem modelos de saltos puros sendo sua modelagem estruturada por um processo de Lévy. Nesse contexto, este trabalho visa apresentar um estudo sobre a precificação de opções do utilizando um modelo desenvolvido por Madan e Seneta (1990) que se baseia no processo de saltos puros conhecido como variância gama (VG). Utilizando como base dados as cotações históricas diárias de ações e opções do mercado brasileiro, além do comportamento da clássica curva ‘smile’ de volatilidade, o trabalho apresenta as curvas de tendência e taxa de variância presentes no modelo de variância gama. Juntos essas três curvas podem ser utilizadas como ferramentas para explicar melhor o comportamento dos preços dos ativos.porVariância gamaAvaliação de ativosPrecificação de opçõesEconomiaProcesso estocásticoMercado de opçõesPrecificação de opções do mercado brasileiro utilizando processo de variância gamainfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessORIGINALTESE - VG_mercado brasileiro_18fev2013.pdfTESE - VG_mercado brasileiro_18fev2013.pdfDissertaçãoapplication/pdf1388200https://repositorio.fgv.br/bitstreams/3700173c-6ec2-4f40-974a-8f47019e0914/download8018c5327785c85378f59fb2546c0d81MD51LICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/0898b262-44d5-480c-a4fb-4a0de31040eb/downloaddfb340242cced38a6cca06c627998fa1MD52TEXTTESE - VG_mercado 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dc.title.por.fl_str_mv |
Precificação de opções do mercado brasileiro utilizando processo de variância gama |
title |
Precificação de opções do mercado brasileiro utilizando processo de variância gama |
spellingShingle |
Precificação de opções do mercado brasileiro utilizando processo de variância gama Santana, Flávio Ryan da Silva Variância gama Avaliação de ativos Precificação de opções Economia Processo estocástico Mercado de opções |
title_short |
Precificação de opções do mercado brasileiro utilizando processo de variância gama |
title_full |
Precificação de opções do mercado brasileiro utilizando processo de variância gama |
title_fullStr |
Precificação de opções do mercado brasileiro utilizando processo de variância gama |
title_full_unstemmed |
Precificação de opções do mercado brasileiro utilizando processo de variância gama |
title_sort |
Precificação de opções do mercado brasileiro utilizando processo de variância gama |
author |
Santana, Flávio Ryan da Silva |
author_facet |
Santana, Flávio Ryan da Silva |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EESP |
dc.contributor.member.none.fl_str_mv |
Marques, Alessandro Martim Grisi, Rafael de Mattos |
dc.contributor.author.fl_str_mv |
Santana, Flávio Ryan da Silva |
dc.contributor.advisor1.fl_str_mv |
Pinto, Afonso de Campos |
contributor_str_mv |
Pinto, Afonso de Campos |
dc.subject.por.fl_str_mv |
Variância gama Avaliação de ativos Precificação de opções |
topic |
Variância gama Avaliação de ativos Precificação de opções Economia Processo estocástico Mercado de opções |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Processo estocástico Mercado de opções |
description |
Despite its widespread use in equity pricing modeling, by hypothesis, the Black Scholes model (like other diffusion models) has limitations that don’t allow it to capture some typical market behaviors. Due this fact, several authors have proposed that stock prices follow a pure jump models and their modeling is structured by a Lévy process. In this context, this paper shows a study on the options pricing using a model developed by Madan and Seneta (1990) which is based on pure jumps process known as variance gamma (VG). This work presents the study of two new curves plotted from the variance gamma model in addition to the classical volatility smile curve. Together these three curves can be used as tools to better explain the behavior of asset prices. As database were used Brazilian historical stocks e options prices. |
publishDate |
2013 |
dc.date.accessioned.fl_str_mv |
2013-02-20T12:13:12Z |
dc.date.available.fl_str_mv |
2013-02-20T12:13:12Z |
dc.date.issued.fl_str_mv |
2013-01-24 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
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masterThesis |
status_str |
publishedVersion |
dc.identifier.citation.fl_str_mv |
SANTANA, Flavio Ryan da Silva. Precificação de opções do mercado brasileiro utilizando processo de variância gama. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2013. |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/10516 |
identifier_str_mv |
SANTANA, Flavio Ryan da Silva. Precificação de opções do mercado brasileiro utilizando processo de variância gama. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2013. |
url |
http://hdl.handle.net/10438/10516 |
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dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
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openAccess |
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