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Apreçamento de Derivativos Bidimensionais
Azevedo H.; Fajardo, J. - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10005086215
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A Note On Arbitrage and Exogenus Collateral
Fajardo, J. - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10005086223
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Endogenous Collateral
Araujo, Aloisio.; Fajardo, J.; Páscoa. M. R. - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10005086225
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CAPM Usando uma Carteira Sintética do PIB Brasileiro
Araújo, E.; Fajardo, J.; Tavani, L. - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10004970444
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Volatility Estimation and Option Pricing with Fractional Brownian Motion
Fajardo, J.; Cajueiro, D. O. - Insper Instituto de Ensino e Pesquisa - 2003
Persistent link: https://www.econbiz.de/10005069990
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Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates
Farias, A. R.; Ornelas, J. R. H; Fajardo, J. - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10005069991
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Goodness-of-fit Tests focus on VaR Estimation
Fajardo, J.; Farias, A. R; Ornelas, J. R. H - Insper Instituto de Ensino e Pesquisa - 2003
Persistent link: https://www.econbiz.de/10005069993
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Arbitrage, Collateral and Utility Penalties
Fajardo, J. - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10005069995
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Duality and Derivative Pricing with Lévy Processes
Fajardo, J.; Mordeckiz, E. - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10005069999
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Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations
Fajardo, J.; Farias, A. R.; Ornelas, J. R. H. - Insper Instituto de Ensino e Pesquisa - 2003
Persistent link: https://www.econbiz.de/10005070001