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Evolución del Mercado

Evolución del Mercado. Swaps CMS Opc. Accruals Ratchets Swaptions Bermudas Credit Default Swaps. Black y Scholes publican sus fórmulas de precios de calls y puts. Swaps Tipos Interés Basis Swaps Calls/Puts de Divisas. Quanto Swaps Opciones Basket Mejor de Varios Activos Clicquets

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Evolución del Mercado

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  1. Evolución del Mercado Swaps CMS Opc. Accruals Ratchets Swaptions Bermudas Credit Default Swaps Black y Scholes publican sus fórmulas de precios de calls y puts Swaps Tipos Interés Basis Swaps Calls/Puts de Divisas Quanto Swaps Opciones Basket Mejor de Varios Activos Clicquets Total Return Swaps CME introduce contrato de opciones sobre S&P 500 Opciones Ballena First-to-Default Swaps Credit Spread Swaps Weather Derivatives Derivados Electricidad Opc.Average Rate Opciones Barrera Opc.Digitales Opc.Compounds Opc. Lookbacks Comienzan las emisiones de Warrants en Japón FRAs Forwards de Divisa Digital Credit Default Swaps Asset Swaps de Convertibles Opc. Sobre Hedge-Funds Currency Swaps Caps/Floors Flexicaps Opciones Híbridas Opc. Asset Swaps Forwards Largo Plazo 1973 1982 1984 1986 1988 1990 1992 1994 1996 1998 2000

  2. Proceso de Desagregación Perfil de riesgo de la empresa Riesgo 4 Riesgo 2 Riesgo 3 Riesgo 1 Riesgo 5

  3. Rentabilidad Media VS Riesgo Medio Largo Plazo Fuente: WDR

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