Analysis of the Hull-White model for the Brazilian interest rate derivatives mar...

Pricing of European currency options with stochastic domestic and foreign interest...

Bank risk calculation model: case of the Ecuadorian financial crisis of 1999/200...

An empirical analysis of Brazilian and American risk and return time series

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...

Asian options pricing and exchange rate application to the Brazilian market

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

Analysis of the active-liability marriage of a pension fund