Impacto no apreçamento de derivativo pelo conhecimento prévio do calendário de divulgação de resultados

Detalhes bibliográficos
Autor(a) principal: Poletti, Fernando de Castro
Data de Publicação: 2015
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/13969
Resumo: From the study of an econometric work about the impact of information on the return of an asset, we proposed a simplification of the model in order to analyze an specific event with well-defined schedule, quarterly financial results. For some companies, we found evidence that the model matches the data and we then priced call and put options using the Monte Carlo method. We obtained significant differences in the mark to market for the options concerning the proposed model when compared to the black-scholes one and, by performing the backtest on the sample using delta-hedge strategies, we got improved results for some scenarios.
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spelling Poletti, Fernando de CastroEscolas::EESPCintra, Roberto BarbosaSchirmer, Pedro PauloRuilova Terán, Juan Carlos2015-08-26T17:56:14Z2015-08-26T17:56:14Z2015-08POLETTI, Fernando de Castro. Impacto no apreçamento de derivativo pelo conhecimento prévio do calendário de divulgação de resultados. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2015.http://hdl.handle.net/10438/13969From the study of an econometric work about the impact of information on the return of an asset, we proposed a simplification of the model in order to analyze an specific event with well-defined schedule, quarterly financial results. For some companies, we found evidence that the model matches the data and we then priced call and put options using the Monte Carlo method. We obtained significant differences in the mark to market for the options concerning the proposed model when compared to the black-scholes one and, by performing the backtest on the sample using delta-hedge strategies, we got improved results for some scenarios.A partir do estudo de um trabalho econométrico sobre o impacto de informações no retorno de um ativo, propusemos uma simplificação ao modelo objetivando a análise de um evento específico com agenda bem definida, a divulgação trimestral de resultados. Para algumas empresas, achamos evidências da aderência do modelo aos dados reais e apreçamos opções de compra e venda utilizando o método de Monte Carlo. Obtivemos diferenças relevantes no preço das opções considerando a modelagem proposta frente ao modelo de black-scholes e, ao efetuar o backtest na amostra usando uma estratégia de delta-hedge, conseguimos melhores resultados na nova formulação para alguns cenários.porDerivatives pricingNews mediaStock optionsStochastic calculusApreçamento de derivativoNotícias de mercadoOpção de açãoEconomiaDerivativos (Finanças) - PreçosProcesso estocásticoModelo de precificação de ativosMétodo de Monte CarloImpacto no apreçamento de derivativo pelo conhecimento prévio do calendário de divulgação de resultadosinfo: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 Fernando Poletti - 2015 vFinal c titulo.pdfTese Fernando Poletti - 2015 vFinal c titulo.pdfTese final 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dc.title.por.fl_str_mv Impacto no apreçamento de derivativo pelo conhecimento prévio do calendário de divulgação de resultados
title Impacto no apreçamento de derivativo pelo conhecimento prévio do calendário de divulgação de resultados
spellingShingle Impacto no apreçamento de derivativo pelo conhecimento prévio do calendário de divulgação de resultados
Poletti, Fernando de Castro
Derivatives pricing
News media
Stock options
Stochastic calculus
Apreçamento de derivativo
Notícias de mercado
Opção de ação
Economia
Derivativos (Finanças) - Preços
Processo estocástico
Modelo de precificação de ativos
Método de Monte Carlo
title_short Impacto no apreçamento de derivativo pelo conhecimento prévio do calendário de divulgação de resultados
title_full Impacto no apreçamento de derivativo pelo conhecimento prévio do calendário de divulgação de resultados
title_fullStr Impacto no apreçamento de derivativo pelo conhecimento prévio do calendário de divulgação de resultados
title_full_unstemmed Impacto no apreçamento de derivativo pelo conhecimento prévio do calendário de divulgação de resultados
title_sort Impacto no apreçamento de derivativo pelo conhecimento prévio do calendário de divulgação de resultados
author Poletti, Fernando de Castro
author_facet Poletti, Fernando de Castro
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.member.none.fl_str_mv Cintra, Roberto Barbosa
Schirmer, Pedro Paulo
dc.contributor.author.fl_str_mv Poletti, Fernando de Castro
dc.contributor.advisor1.fl_str_mv Ruilova Terán, Juan Carlos
contributor_str_mv Ruilova Terán, Juan Carlos
dc.subject.eng.fl_str_mv Derivatives pricing
News media
Stock options
Stochastic calculus
topic Derivatives pricing
News media
Stock options
Stochastic calculus
Apreçamento de derivativo
Notícias de mercado
Opção de ação
Economia
Derivativos (Finanças) - Preços
Processo estocástico
Modelo de precificação de ativos
Método de Monte Carlo
dc.subject.por.fl_str_mv Apreçamento de derivativo
Notícias de mercado
Opção de ação
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Derivativos (Finanças) - Preços
Processo estocástico
Modelo de precificação de ativos
Método de Monte Carlo
description From the study of an econometric work about the impact of information on the return of an asset, we proposed a simplification of the model in order to analyze an specific event with well-defined schedule, quarterly financial results. For some companies, we found evidence that the model matches the data and we then priced call and put options using the Monte Carlo method. We obtained significant differences in the mark to market for the options concerning the proposed model when compared to the black-scholes one and, by performing the backtest on the sample using delta-hedge strategies, we got improved results for some scenarios.
publishDate 2015
dc.date.accessioned.fl_str_mv 2015-08-26T17:56:14Z
dc.date.available.fl_str_mv 2015-08-26T17:56:14Z
dc.date.issued.fl_str_mv 2015-08
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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dc.identifier.citation.fl_str_mv POLETTI, Fernando de Castro. Impacto no apreçamento de derivativo pelo conhecimento prévio do calendário de divulgação de resultados. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2015.
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/13969
identifier_str_mv POLETTI, Fernando de Castro. Impacto no apreçamento de derivativo pelo conhecimento prévio do calendário de divulgação de resultados. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2015.
url http://hdl.handle.net/10438/13969
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