Author Search Results :: UTM Library Massive Scholar Tracking

1

Recovering Risk-Neutral Densities from Brazilian Interest Rate Options by José Renato Haas Ornelas, Marcelo Yoshio Takami

Published 2011-03-01

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2

Apreçamento de opções de IDI usando distribuições hiperbólicas generalizadas by José Santiago Fajardo Barbachan, Jose Renato Haas Ornelas

Published 2003-08-01

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3

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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4

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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5

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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6

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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7

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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