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Repository
73
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Author
Cruz, Aricson César Jesus da
(1)
Mendes, Igor Neves
(1)
Silva, Pedro Miguel dos Santos
(1)
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Subject
Finanças
(3)
G Financial economics
(3)
C Mathematical and quantitative methods
(2)
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
(2)
American-style options
(1)
Avaliação
(1)
Banco
(1)
Bank distress
(1)
Binomial schemes
(1)
Bonds
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2018
(3)
2019
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2020
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Tesis
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Inglés
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Year:
2020
Year:
2018
Subject:
Finanças
Language:
Inglés
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Title:
Three essays on option pricing
Author:
Cruz, Aricson César Jesus da
Language:
Inglés
Repository:
73
Subject:
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
Acceder
Title:
Stress tests on european banks: determinants of banking failure
Author:
Silva, Pedro Miguel dos Santos
Language:
Inglés
Repository:
73
Subject:
Bank distress
/
Risk
/
Stress tests
/
Supervision
/
Finanças
/
Banco
/
Falência
/
Risco
/
Supervisão
/
Stress
/
Europa
/
Domínio/Área Científica::Ciências Sociais::Outras Ciências Sociais
/
C23
/
G2
/
C Mathematical and quantitative methods
/
G Financial economics
Acceder
Title:
Modelling the term structure of interest rates for three European countries
Author:
Mendes, Igor Neves
Language:
Inglés
Repository:
73
Subject:
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
Acceder
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