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Modélisation Mathématique en Finance
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The influence of "stop-loss" strategies on the performance of investment funds
Analysis of the Hull-White model for the Brazilian interest rate derivatives mar...
Portfolio optimization with maximum loss control through stochastic programming
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
Non-linear inference model for portfolio allocation
Implementation of the loss distribution method for operational risk
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