2   Artículos

 
en línea
José Renato Haas Ornelas,Marcelo Yoshio Takami     Pág. 9 - 26
Building Risk-Neutral Density (RND) from options data is one useful way for extracting market expectations about a financial variable. For a sample of IDI (Brazilian Interbank Deposit Rate Index) options from 1998 to 2009, this paper estimates the option... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
en línea
Claudio Henrique Barbedo,Octávio Bessada Lion,Jose Valentim Machado Vicente     Pág. 9 - 23
Pricing interest rate derivatives is a challenging task that has attracted the attention of many researchers in recent decades. Portfolio and risk managers, policymakers, traders and more generally all market participants are looking for valuable informa... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

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