Given the financial problems that have been suffered globally, it is planed to do the final grade project focused in the valuation of financial options to learn to cover future fluctuations in financial markets. For this it would be seen an introduction of financial concepts about what the options and types are, which will serve to understand the development of this project. Later, it would be analyzed three main models of valuation of the options, the Black-Sholes model, the Cox-Ross-Rubinstein Binomial tree and the Montecarlo simulation method. In this paper it would be checked the parameters that affect the valuation of the premium of the options,and the Greek letters, which help us to quantify the effects on the options against market movements and it will see how the volatility influences all models of valuation of options.. Finally, it would be made a brief conclusion about this paper and a brief reflection on the valuation models and their usefulness today.

Treball Final de Grau en Finances i Comptabilitat. Codi: FC1049. Curs acadèmic: 2016/2017