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Avaliação de modelos de cálculo de exigência de capital para risco cambial
Barbedo, Claudio Henrique da Silveira
;
Araújo, Gustavo S.
-
2005
Persistent link: https://www.econbiz.de/10002801074
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2
Simulação histórica filtrada : incorporação da volatilidade ao modelo histórico de cálculo de risco para ativos não-lineares
Barbedo, Claudio Henrique da Silveira
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002801124
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3
A influência da assimetria de informação no retorno e na volatilidade das carteiras de ações de valor e de crescimento
Tavares, Max Leandro Ferreira
;
Barbedo, Claudio …
-
2013
Persistent link: https://www.econbiz.de/10010206961
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4
Expectativas inflacionárias e inflação implícita no mercado brasileiro
Val, Flávio de Freitas
;
Barbedo, Claudio Henrique da …
-
2010
Persistent link: https://www.econbiz.de/10008749648
Saved in:
5
Impacto dos swaps cambiais na curva de cupom cambial : uma análise segundo a regressão de componentes principais
Viola, Alessandra Pasqualina
;
Gutierrez, Margarida Sarmiento
-
2009
Persistent link: https://www.econbiz.de/10003909012
Saved in:
6
The adverse selection cost component of the spread of Brazilian stocks
Araújo, Gustavo Silva
;
Barbedo, Claudio Henrique da …
-
2011
Persistent link: https://www.econbiz.de/10009531678
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7
Pricing Asian interest rate options with a three-factor HJM model
Barbedo, Claudio Henrique da Silveira
;
Vicente, José …
-
2009
Persistent link: https://www.econbiz.de/10003857105
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8
The effect of bid-ask prices on Brazilian options implied volatility : a case study of Telemar call options
Barbedo, Claudio Henrique da Silveira
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003564412
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9
Adequação das medidas de valor em risco na formulação da exigência de capital para estratégias de opções no mercado Brasileiro
Araújo, Gustavo Silva
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003143945
Saved in:
10
Contornando os pressupostos de Black & Scholes : aplicação do modelo de precificação de opções de duan no mercado Brasileiro
Araújo, Gustavo Silva
;
Barbedo, Claudio Henrique da …
-
2003
Persistent link: https://www.econbiz.de/10002175119
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