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Brasilien
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Barbedo, Claudio Henrique da Silveira
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6
Val, Flávio de Freitas
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Leão, Sérgio
5
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4
ARAÚJO, GUSTAVO SILVA
3
Becker, João Luiz
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Castro, Paula Baião Fisher de
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Klotzle, Marcelo Cabus
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Leal, Ricardo Pereira Câmara
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Maia, Marcelo Verdini
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Menezes, Emilio A.
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Pinto, Antônio Carlos Figueiredo
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
The effect of bid-ask prices on Brazilian options implied volatility : a case study of telemar call options
Barbedo, Claudio Henrique da Silveira
;
Lemgruber, …
- In:
Journal of emerging markets
13
(
2008
)
1
,
pp. 18-27
Persistent link: https://www.econbiz.de/10003756624
Saved in:
5
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:
6
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:
7
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:
8
The adverse selection cost component of the spread of Brazilian stocks
Araújo, Gustavo Silva
;
Barbedo, Claudio Henrique da …
-
2011
Persistent link: https://www.econbiz.de/10009531678
Saved in:
9
The adverse selection cost component of the spread of Brazilian stocks
Araújo, Gustavo Silva
;
Barbedo, Claudio Henrique da …
- In:
Emerging markets review
21
(
2014
),
pp. 21-41
Persistent link: https://www.econbiz.de/10011304339
Saved in:
10
Há efeito manada em ações com alta liquidez do mercado brasileiro?
Silva, Juliana Xavier Serapio da
;
Barbedo, Claudio …
-
2015
Persistent link: https://www.econbiz.de/10011304838
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