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Title: Essays on option pricing, with applications on interest rates, equities and credit derivativesAuthor: Prazeres, Pedro Miguel SilvaLanguage: InglésRepository: 73Subject: European-styleswaptions / European-stylebarrieroptions / Credit default swaps / Equity default swaps / Gaussian HJM multifactor models / CEV model / JDCEV model / Finanças / Mercado financeiro / Swaps / Derivados de crédito / Risco de crédito / Controlo de preços / Modelos de risco / Domínio/Área Científica::Ciências Sociais::Economia e Gestão
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Title: Empirical research on tax havens: years 2008 to 2018Author: Miranda, Ana SuseteLanguage: InglésRepository: 73Subject: Tax havens / Tax avoidance / Tax evasion / Research / Paraísos fiscais / Elisão fiscal / Evasão fiscal / Investigação / Finanças / Investigadores / Perfil / Publicação científica / Bibliometria / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / H26 / F23 / M41 / H Public economics / F International economics / M Business administration and business economics - Marketing - Accounting - Personnel economics
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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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