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Avaliação de Estratégias de Investimento com Opções
Fernandes, Ana Cristina; Machado-Santos, Carlos - Faculdade de Economia, Universidade do Porto - 2001
methodology of Leland on six dynamic hedging strategies with options on the Index FTSE 100 in the sense of evaluating its … theoretically expected), denouncing that the market price of these options appears to be in equilibrium. …
Persistent link: https://www.econbiz.de/10005059486
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Contagion of US Subprime Mortgage Crisis to Colombian Economy : Measured by Financial Market Data
Nguyen, Chu V. - 2017
English Abstract: The long-horizon event study methodology is used to document the severe impact of the US subprime mortgage crisis on the Colombian economy. The estimated parameter of a constant mean return model is used to derive the “abnormal return” on the market portfolios of Colombia...
Persistent link: https://www.econbiz.de/10012949082