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Title: Three essays on option pricingAuthor: Cruz, Aricson César Jesus daLanguage: InglésRepository: 73Subject: CEV model / Greeks / Binomial schemes / Numerical differentiation / Extended tree / Option pricing / American-style options / Early exercise boundary / Iterative method / Bubbles / Put-call parity / Local martingales / Finanças / Opções / Modelo binomial / Modelos matemáticos / Modelos financeiros / Martingales / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / G13 / G Financial economics
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Title: Stress tests on european banks: determinants of banking failureAuthor: Silva, Pedro Miguel dos SantosLanguage: InglésRepository: 73
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Title: Modelling the term structure of interest rates for three European countriesAuthor: Mendes, Igor NevesLanguage: InglésRepository: 73Subject: Bonds / Credit rating / Nelson and Siegel / Term structure of interest rates / Finanças / Mercado de capitais / Dívida pública / Avaliação / Crédito / Taxa de juro / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / C / G / C Mathematical and quantitative methods / G Financial economics
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