Showing 1 - 5 results of 5 for search 'Aquiles Rocha de Farias', query time: 0.02s Refine Results
  1. 1
    Eatimating risk aversion, Risk-Neutral and Real-World Densities using Brasilian Real currency options

    Eatimating risk aversion, Risk-Neutral and Real-World Densities using Brasilian Real currency options by José Fajardo, José Renato Haas Ornelas, Aquiles Rocha de Farias

    Published 2012-12-01
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  2. 2
    Estimating risk aversion, Risk-Neutral and Real-World Densities using Brazilian Real currency options

    Estimating risk aversion, Risk-Neutral and Real-World Densities using Brazilian Real currency options by José Fajardo, José Renato Haas Ornelas, Aquiles Rocha de Farias

    Published 2012-12-01
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    Article
  3. 3
    Estimating risk aversion, Risk-Neutral and Real-World Densities using Brazilian Real currency options

    Estimating risk aversion, Risk-Neutral and Real-World Densities using Brazilian Real currency options by José Fajardo, José Renato Haas Ornelas, Aquiles Rocha de Farias

    Published 2012-12-01
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    Article
  4. 4
    Analyzing the use of generalized hyperbolic distributions to value at risk calculations

    Analyzing the use of generalized hyperbolic distributions to value at risk calculations by José Santiago Fajardo Barbadian, Aquiles Rocha de Farias, José Renato Haas Ornelas

    Published 2005-02-01
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  5. 5
    A Goodness-of-Fit Test with Focus on Conditional Value at Risk

    A Goodness-of-Fit Test with Focus on Conditional Value at Risk by José Renato Haas Ornelas, Aquiles Rocha de Farias, José Santiago Fajardo Barbachan

    Published 2008-10-01
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