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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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O Mercado interbancário de câmbio no Brasil
Garcia, Márcio G. P.; Urban, Fábio - 2005
We thoroughly describe the workings of the Brazilian interbank exchange rate market: agents, products, regulation, operation and risks. We analyse the recent evolution of the exchange rate market and came to a negative evaluation of the current exchange rate trading system, thereby suggesting an...
Persistent link: https://www.econbiz.de/10011807334
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O Mercado interbancário de câmbio no Brasil,Creation-Date: 2005-07
Garcia, Marcio Gomes Pinto; Urban, Fábio - Departamento de Economia, Pontifícia Universidade … - 2005
We thoroughly describe the workings of the Brazilian interbank exchange rate market: agents, products, regulation, operation and risks. We analyse the recent evolution of the exchange rate market and came to a negative evaluation of the current exchange rate trading system, thereby suggesting an...
Persistent link: https://www.econbiz.de/10005222453