Zobrazeno 1 - 10
of 87
pro vyhledávání: '"José Carlos Dias"'
Publikováno v:
Quantitative Finance and Economics, Vol 6, Iss 1, Pp 1-34 (2022)
This article derives simple closed-form solutions for computing Greeks of zero-coupon and coupon-bearing bond options under the CIR interest rate model, which are shown to be accurate, easy to implement, and computationally highly efficient. These no
Externí odkaz:
https://doaj.org/article/6c08120925764f8fbd45ad681044427f
Autor:
da Costa, Felisberto Kiluange Fragoso1,2 f.kiluangefragoso@gmail.com, Rouco, José Carlos Dias3 p5540@ulusofona.pt
Publikováno v:
Proceedings of the European Conference on Management, Leadership & Governance. 2023, p583-592. 10p.
Autor:
José Carlos Dias Ferreira
Publikováno v:
Arquivos de Neuro-Psiquiatria, Vol 62, Iss 1, Pp 185-185 (2004)
Externí odkaz:
https://doaj.org/article/cb439a04d5004dbd99e21458b70fe1e3
Publikováno v:
Economic Analysis and Policy. 78:1046-1058
Publikováno v:
International Review of Economics & Finance. 79:599-630
Publikováno v:
Quantitative Finance and Economics. 6:1-34
This article derives simple closed-form solutions for computing Greeks of zero-coupon and coupon-bearing bond options under the CIR interest rate model, which are shown to be accurate, easy to implement, and computationally highly efficient. These no
Publikováno v:
Journal of Financial Economic Policy. 14:403-427
Purpose This paper aims to study the determinants of the sovereign debt ratings provided by the 3 main rating agencies for 32 European countries. It verifies the clusters of countries existing for each of the agencies, considering regional bias, and
Publikováno v:
Journal of Information Science. :016555152311713
Sentiment analysis of stock-related tweets is a challenging task, not only due to the specificity of the domain but also because of the short nature of the texts. This work proposes SA-MAIS, a two-step lightweight methodology, specially adapted to pe
Autor:
José Carlos Dias
Publikováno v:
MatLit : Materialidades da Literatura, Vol 8, Iss 1, Pp 167-88 (2020)
The present exploratory study, based on the principles of the creative learning methodology, is aimed at understanding the potentialities and challenges of interactive fiction writing with Twine within the context of teaching and learning Portuguese
Publikováno v:
European Journal of Operational Research. 285:753-766
This paper proposes a novel representation for the early exercise boundary of American-style double knock-out options in terms of the simpler optimal stopping boundary of a nested single barrier contract. Such representation only requires the existen