Stress testing system for portfolio analysis with principal component analysis a...

Entropic calibration for exchange rate models

Pricing and hedging of barrier options: incorporation of the volatility smile

Dynamic allocation in portfolios exposed to credit risk and market risk

Comparison of methodologies for estimating volatilities for calculating VaR - value-at-risk...

Comparison of volatility estimation methods for using the Black model in the pricing...

Application of Spline methodologies in the term structure for the Brazilian mark...

Neural networks applied to the recognition and classification of patterns in financial...

Asian options pricing and exchange rate application to the Brazilian market

Pricing and market risk's analysis of futures contract of Brazilian external deb...