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

A mathematical model for optimal exchange rate control in an inflation targeting...

Car insurance pricing

Optimal immunization of volatility risk in an options book

The relationship between the bond market and credit default swaps and the pricing...

Prepayment risk modeling for Brazilian real estate credit assets

Analysis of Vasicek and Black-Derman-Toy models for dynamic hedging pricing of interest...

Cointegration and parameter instability: an application in the Brazilian stock m...

Optimization of fixed income portfolios through strategic intertemporal asset al...

Analysis of the active-liability marriage of a pension fund