Precificação de opções sobre contratos futuros de boi gordo na BM&FBOVESPA
Alternative title: | Options pricing on live cattle futures contract at BM&FBOVESPA |
---|---|
Year of publication: |
outubro-dezembro 2017
|
Authors: | Pontes, Tricia Thaíse e Silva ; Maia, Sinézio Fernandes |
Published in: |
Economia aplicada : EA. - Ribeirão Prêto : [FEA-RP, USP, Departamento de Economia], ISSN 1413-8050, ZDB-ID 2013461-7. - Vol. 21.2017, 4, p. 737-760
|
Subject: | Beef cattle | Future markets | Options pricing | Volatility |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Portuguese |
Notes: | Zusammenfassung in englischer Sprache |
Other identifiers: | 10.11606/1413-8050/ea140986 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Understanding dynamic conditional correlations between commodities futures markets
Behmiri, Niaz Bashiri, (2016)
-
MODELLING THE WORLD EXCHANGE RATES:DYNAMICS, VOLATILITY AND FORECASTING
Nwaobi, Godwin, (2008)
-
A study of Black-Scholes model’s applicability in Indian capital markets
Srivastava, Anubha, (2020)
- More ...
-
The macroeconomic effects of monetary policy shocks under fiscal constrained
Jesus, Diego Pitta de, (2020)
-
Silva, Cleiton Roberto da Fonseca, (2012)
-
Oliveira, Felipe A. de, (2018)
- More ...