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Mathematical Modeling in Finance
Results: Displaying 10 of 53 on page 2 of 6
Name
Title
Area
Document
Colleges
Year
The SABR model applied to the Brazilian exchange options market
Calculating the value at risk of portfolios with large positions: an approach based...
Foreign exchange derivatives: implementation of the Heston model for the Brazilian...
Pricing of European currency options with stochastic domestic and foreign interest...
Bank risk calculation model: case of the Ecuadorian financial crisis of 1999/200...
A model of rational expectations for crashes
An empirical analysis of Brazilian and American risk and return time series
Style analysis based on returns: an application to the Brazilian equity fund market...
Credit risk and optimal allocation for a debenture portfolio
A study on the currencies of emerging countries: modeling volatility through Garch...
Results: Displaying 10 of 53 on page 2 of 6
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