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Problemas de valoración en proyectos de explotación de minas bajo incertidumbre

dc.contributor.advisorVázquez Cendón, Carlos
dc.contributor.authorClavijo Penagos, Yesid Esteban
dc.date.accessioned2021-08-27T17:12:51Z
dc.date.accessioned2021-10-01T17:20:47Z
dc.date.available2021-08-27T17:12:51Z
dc.date.available2021-10-01T17:20:47Z
dc.date.issued2016
dc.identifier.urihttps://repositorio.escuelaing.edu.co/handle/001/1684
dc.description.abstractLas compañías del sector minero se enfrentan con el problema de la planificación del proyecto de extracción de mineral y la valoración de dicho proyecto. El problema conlleva la existencia de diversas fuentes de incertidumbre como, por ejemplo, la incertidumbre en el precio del mineral, la proporción del mineral en el material extraído (Ore-Grade) y la cantidad de roca que se podrá extraer. Una metodologíıa para abordar el problema se basa en su formulación en términos de problema de opciones reales, lo que tiene su paralelismo en la valoración de derivados financieros. El presente trabajo se enmarca en esta metodología.spa
dc.description.abstractMining companies are faced to the problem of how to value extraction projects, subject to both price and grade uncertainty, as well as to the remaining ore quantity. In this work we study a PDE approach to the problem, which is derived from the contingent claims approach, a standard method in quantitative finance.eng
dc.format.extent42 pa´ginasspa
dc.format.mimetypeapplication/pdfspa
dc.language.isospaspa
dc.publisherUniversidad Nacional de Colombiaspa
dc.sourcehttps://repositorio.unal.edu.co/handle/unal/58087spa
dc.titleProblemas de valoración en proyectos de explotación de minas bajo incertidumbrespa
dc.typeTrabajo de grado - Maestríaspa
dc.type.versioninfo:eu-repo/semantics/publishedVersionspa
oaire.accessrightshttp://purl.org/coar/access_right/c_abf2spa
oaire.versionhttp://purl.org/coar/version/c_970fb48d4fbd8a85spa
dc.contributor.researchgroupMatemáticasspa
dc.description.degreelevelMaestríaspa
dc.description.degreenameMagíster en Ciencias Actuarialesspa
dc.publisher.facultyMaestría en actuaría y finanzas cuantitativasspa
dc.publisher.programMaestría en Ciencias Actuarialesspa
dc.relation.indexedN/Aspa
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dc.rights.accessrightsinfo:eu-repo/semantics/openAccessspa
dc.subject.armarcMatemáticas
dc.subject.armarcProyecto de extracción de mineral
dc.subject.armarcCiencias de la tierra
dc.subject.armarcExplotación de minas
dc.subject.proposalMatemáticasspa
dc.subject.proposalMathematicseng
dc.subject.proposalCiencias de la tierraeng
dc.subject.proposalEarth sciences and geologyeng
dc.subject.proposalGerencia y servicios auxiliaresspa
dc.subject.proposalManagement and public relationseng
dc.subject.proposalExplotación de minasspa
dc.subject.proposalMine exploitationeng
dc.subject.proposalProyecto de extracción de mineralspa
dc.subject.proposalMineral extraction projecteng
dc.type.coarhttp://purl.org/coar/resource_type/c_bdccspa
dc.type.contentTextspa
dc.type.driverinfo:eu-repo/semantics/masterThesisspa
dc.type.redcolhttps://purl.org/redcol/resource_type/TMspa


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