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~person:"Lemgruber, Eduardo Facó"
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O uso de dados de alta freqe͏̈...
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Lemgruber, Eduardo Facó
Barbedo, Claudio Henrique da Silveira
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O uso de dados de alta freu͏̈ência na estimação da volatilidade e do valor em risco para o IBOVESPA
Moreira, João Maurício de Souza
;
Lemgruber, Eduardo Facó
- In:
Revista brasileira de economia : RBE ; revista da …
58
(
2004
)
1
,
pp. 99-120
Persistent link: https://www.econbiz.de/10002361116
Saved in:
2
Executive compensation : implications for corporate behavior and insider trading
Lemgruber, Eduardo Facó
-
1986
Persistent link: https://www.econbiz.de/10000953527
Saved in:
3
Seguro dinâmico de portfólio
Lemgruber, Eduardo Facó
- In:
Revista brasileira de economia : RBE ; revista da …
45
(
1991
)
4
,
pp. 629-647
Persistent link: https://www.econbiz.de/10001132434
Saved in:
4
Estimação do beta de ações através do método dos coeficientes agregados
Costa Júnior, Newton C. A. da
- In:
Revista brasileira de economia : RBE ; revista da …
47
(
1993
)
4
,
pp. 605-621
Persistent link: https://www.econbiz.de/10001155571
Saved in:
5
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:
6
Inclusão do decaimento temporal na metodologia Delta-Gama para o cálculo do VaR de carteiras compradas em opções no Brasil
Barbedo, Claudio Henrique da Silveira
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002175327
Saved in:
7
A down-and-out exchange option model with jumps to evaluate firms' default probabilities in Brazil
Barbedo, Claudio Henrique da Silveira
;
Lemgruber, …
- In:
Emerging markets review
10
(
2009
)
3
,
pp. 179-190
Persistent link: https://www.econbiz.de/10003890343
Saved in:
8
An easy way to extract actual statistical measures from derivatives pricing models
Barbedo, Claudio Henrique da Silveira
;
Lemgruber, …
- In:
Journal of financial education
35
(
2009
)
1
,
pp. 137-146
Persistent link: https://www.econbiz.de/10003835209
Saved in:
9
Análise da coerência de medidas de risco no mercado brasileiro de ações e desenvolvimento de uma metodologia híbrida para o expected shortfall
Silva, Alan Cosme Rodrigues da
;
Lemgruber, Eduardo Facó
; …
-
2007
Persistent link: https://www.econbiz.de/10003529890
Saved in:
10
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
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