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type_genre:"Business report"
~isPartOf:"Série de trabalhos para discussão"
~type_genre:"Accompanied by computer file"
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Search: subject_exact:"Optionsgeschäft"
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Option trading
7
Optionsgeschäft
7
Brasilien
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Brazil
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Volatility
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Volatilität
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Interest rate derivative
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Option pricing theory
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Almeida, Caio
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Baczynski, Jack
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Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da
;
Baczynski, Jack
;
Vicente, …
-
2020
Persistent link: https://www.econbiz.de/10012171315
Saved in:
2
A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da
;
Baczynskiy, Jack
;
Vicente, …
-
2015
Persistent link: https://www.econbiz.de/10011444652
Saved in:
3
Identifying volatility risk premium from fixed income Asian options
Almeida, Caio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003467488
Saved in:
4
The effect of bid-ask prices on Brazilian options implied volatility : a case study of Telemar call options
Barbedo, Claudio Henrique da Silveira
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003564412
Saved in:
5
Adequação das medidas de valor em risco na formulação da exigência de capital para estratégias de opções no mercado Brasileiro
Araújo, Gustavo Silva
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003143945
Saved in:
6
Contornando os pressupostos de Black & Scholes : aplicação do modelo de precificação de opções de duan no mercado Brasileiro
Araújo, Gustavo Silva
;
Barbedo, Claudio Henrique da …
-
2003
Persistent link: https://www.econbiz.de/10002175119
Saved in:
7
Volatilidade implícita e antecipação de eventos de stress: um teste para o mercado brasileiro
Gomes, Frederico Pechir
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743126
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