REVISTA

Revista Brasileira de Finan�as

ISSN: 1679-0731 Frecuencia: 4 Formato: Electr�nica

Tablas de contenido

5 art�culos asociados

Volumen 2 N�mero 1 Parte 0 A�o 2004

Forward Volatility Contract Pricing in the Brazilian Market	Acceso
Jorge C. Kapotas,Pedro Paulo Schirmer,Sandro Magalh�es Manteiga
P�g. pp. 1 - 21

Heston Model Calibration in the Brazilian Foreign Exchange (FX) Options Market	Acceso
Marcelo N�brega da Costa,Joe Akira Yoshino
P�g. pp. 23 - 46

Implicit Volatility versus Statistical Volatility: an Exercise Using Options and Telemar S.A. Stock	Acceso
Jo�o Gabe,Marcelo Savino Portugal
P�g. pp. 47 - 73

Ratio Versus Regression Analysis: Some Empirical Evidence in Brazil	Acceso
Jos� Paulo de Lucca Ramos,Newton Carneiro Affonso da Costa Jr.
P�g. pp. 75 - 90

Determining an Efficient Frontier in a Stochastic Moment Setting	Acceso
Christian Johannes Zimmer,Beat Matthias Niederhauser
P�g. pp. 91 - 116