Zobrazeno 1 - 10 of 26 pro vyhledávání: '"Lemgruber, Eduardo Facó"'
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Akademický článek
An Easy Way to Extract Actual Statistical Measures from Derivatives Pricing Models
Autor: da Silveira Barbedo, Claudi Henrique, Lemgruber, Eduardo Facó
Publikováno v: Journal of Financial Education, 2009 Apr 01. 35, 137-146.
Externí odkaz: https://www.jstor.org/stable/41948615
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3
Árvores binominais implícitas: aplicação para as opções de Telebrás no exercício de abril de 1999
Autor: Lemgruber, Eduardo Facó, Cordeiro, Leonardo, Faria, Herbert, Adler, Alexandre
Publikováno v: Repositório Institucional da UFRJ
Universidade Federal do Rio de Janeiro (UFRJ)
instacron:UFRJ
Submitted by Anderson Luiz Cardoso Rodrigues (andersonlcr@hotmail.com) on 2019-08-02T16:29:30Z No. of bitstreams: 1 RC_326. Comp..pdf: 73701 bytes, checksum: dff0b27a1c0240ac645c6905a339aafe (MD5) Made available in DSpace on 2019-08-02T16:29:30Z (GMT
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3056::898762a553ef567412250fa8f40b90b2
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4
Estimadores de volatilidades para modelos de valor em risco de ativos lineares e não-lineares: investigação para períodos de crises e estáveis no mercado brasileiro
Autor: Donangelo, Andrés F., Silva, Wallace Clayton Porcino, Lemgruber, Eduardo Facó
Publikováno v: Repositório Institucional da UFRJ
Universidade Federal do Rio de Janeiro (UFRJ)
instacron:UFRJ
Submitted by Anderson Luiz Cardoso Rodrigues (andersonlcr@hotmail.com) on 2019-08-08T17:33:21Z No. of bitstreams: 1 RC_328-Comp..pdf: 78924 bytes, checksum: 127d416fa76d4d682c387e0a502457a6 (MD5) Made available in DSpace on 2019-08-08T17:33:22Z (GMT)
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3056::b024750da620d072105896c7edd834d0
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5
Comparação das metodologias de mapeamento sugeridas pelo riskmetrics TM para cálculo de risco de mercado de títulos pré-fixados no Brasil
Autor: Lemgruber, Eduardo Facó, Cunha Júnior, Décio
Publikováno v: Repositório Institucional da UFRJ
Universidade Federal do Rio de Janeiro (UFRJ)
instacron:UFRJ
Submitted by Anderson Luiz Cardoso Rodrigues (andersonlcr@hotmail.com) on 2019-08-06T19:15:33Z No. of bitstreams: 1 RC_327-Comp..pdf: 70735 bytes, checksum: ffd3f7734733602bb0874b0d246dcc20 (MD5) Made available in DSpace on 2019-08-06T19:15:33Z (GMT)
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3056::1b7a2aec22967d5dbf23278c9b668b88
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6
Análise da relação entre liquidez e ganhos de arbitragem no mercado de opções da Telebrás após o Plano Real
Autor: Lemgruber, Eduardo Facó
Publikováno v: Repositório Institucional da UFRJ
Universidade Federal do Rio de Janeiro (UFRJ)
instacron:UFRJ
Submitted by Anderson Luiz Cardoso Rodrigues (andersonlcr@hotmail.com) on 2019-11-08T17:39:38Z No. of bitstreams: 1 RC_315-Comp..pdf: 417394 bytes, checksum: a32efc695c5f9a27178b005458a50f3f (MD5) Made available in DSpace on 2019-11-08T17:39:38Z (GMT
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3056::e42378ce76bc4a6f33763575be34a6ee
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7
Market timing no Brasil: análise de resultados antes e depois do plano real
Autor: Mescolin, Alexandre, Pimentel, José Lucenildo Parente, Lemgruber, Eduardo Facó
Publikováno v: Repositório Institucional da UFRJ
Universidade Federal do Rio de Janeiro (UFRJ)
instacron:UFRJ
Submitted by Anderson Luiz Cardoso Rodrigues (andersonlcr@hotmail.com) on 2019-11-11T15:29:43Z No. of bitstreams: 1 RC_314-Comp..pdf: 87058 bytes, checksum: 37f5a3df4c019b31a97c47db9a9f5821 (MD5) Made available in DSpace on 2019-11-11T15:29:43Z (GMT)
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3056::9c31600132a08cf448dce5dda37523df
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8
Seguro dinamico de portifolio
Autor: Lemgruber, Eduardo Facó, Becker, João Luiz, Felicio, Rousely Freire
Publikováno v: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3056::142e6c1c47d4365f8dc1d3340cebf78f
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9
Estimação do beta de ações através do método dos coeficientes agregados
Autor: Costa Jr., Newton Carneiro Affonso da, Menezes, Emílio Araújo, Lemgruber, Eduardo Facó
Publikováno v: Repositório Institucional da UFRJ
Universidade Federal do Rio de Janeiro (UFRJ)
instacron:UFRJ
Submitted by Anderson Luiz Cardoso Rodrigues (andersonlcr@hotmail.com) on 2020-01-30T18:19:48Z No. of bitstreams: 1 RC_269. Comp..pdf: 300620 bytes, checksum: e89e70e43101ad04b0349f4652cb9798 (MD5) Made available in DSpace on 2020-01-30T18:19:48Z (GM
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3056::84fc2024f47656cf4f70b199c91d858f
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10
O efeito mensal no mercado brasileiro de ações
Autor: Almeida, Gessi Rodrigues, Rodrigues, Euchério Lerner, Lemgruber, Eduardo Facó
Publikováno v: Repositório Institucional da UFRJ
Universidade Federal do Rio de Janeiro (UFRJ)
instacron:UFRJ
Submitted by Anderson Luiz Cardoso Rodrigues (andersonlcr@hotmail.com) on 2019-12-10T17:53:20Z No. of bitstreams: 1 RC_279-Comp..pdf: 32569 bytes, checksum: 2cdf800271723b7c60116e52aa480d4e (MD5) Made available in DSpace on 2019-12-10T17:53:20Z (GMT)
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3056::cf4b43cc430b375bff2a4365f0f27e6a
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