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...

Pricing of Brazilian external debt securities using the implicit default probability...

Empirical anomalies in risk premium pricing models in foreign currency forward m...

Application of the Black-Karasinski model to the pricing of interest rate options...

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

Estimation of realized volatility of Telemar PN using data high frequency

Statistical arbitrage and artificial intelligence

A default prediction model & the relevance of accounting information in granting...

Asian options pricing and exchange rate application to the Brazilian market