Productos derivados sobre bienes de consumo

  • Francisco Venegas Martínez Escuela Superior de Economía, IPN
  • Salvador Cruz Ake Escuela Superior de Economía, IPN

Resumen

Este trabajo de investigación desarrolla un modelo de equilibrio general con expectativas racionales en tiempo continuo útil para la determinación de precios de contratos “forward”, contratos futuros, bonos cupón cero y opciones europeas (de compra y venta) sobre bienes de consumo. Para ello, el modelo considera un individuo representativo en una economía con dos bienes, los cuales son producidos con tecnologías estocásticas. Por último, el modelo propuesto permite examinar estrategias para obtener ganancias especulativas mediante el uso de diferentes productos derivados.

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Publicado
2010-07-05
Cómo citar
Venegas Martínez, F., & Cruz Ake, S. (2010). Productos derivados sobre bienes de consumo. EconoQuantum, 6(2), 25-54. https://doi.org/10.18381/eq.v6i2.124