10   Artículos

 
en línea
Ailton Cassettari,Jose Raymundo Novaes Chiappin     Pág. 337 - 369
The focus of the paper is to present a new methodology for forecasting the Term Structure of Interest Rates (ETTJ). The objective is to answer the question: given the ETTJ curve at any given time, what is the ETTJ at a future date? Thus, we seek to const... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
en línea
Alan De Genaro Dario,Mariela Fernández     Pág. 413 - 436
This article describes the use of the Heath-Jarrow-Morton framework to generate stress scenarios for the term structure of the interest rate. By means of principal component analysis it is possible to reduce the dimensions of the problem and create a bri... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
en línea
Claudio Henrique Barbedo,Octávio Bessada Lion,Jose Valentim Machado Vicente     Pág. 9 - 23
Pricing interest rate derivatives is a challenging task that has attracted the attention of many researchers in recent decades. Portfolio and risk managers, policymakers, traders and more generally all market participants are looking for valuable informa... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
en línea
Ricardo Pereira Câmara Leal    
On 4/14/2010 died in Rio de Janeiro Manuel Octávio Bessada Lion. Bessada was an official of the Central Bank of Brazil, the author of several books (some of them today a reference in various courses in finance and economics), professor of financial mathe... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
usuarios registrados
H.J.M. Geijselaers, E.S. Perdahc¿o¿lu     Pág. 29 - 31
Revista: SCRIPTA MATERIALIA    Formato: Impreso

 
usuarios registrados
S. Vanapalli, H. J. M. ter Brake, H. V. Jansen, Y. Zhao, H. J. Holland, J. F. Burger, and M. C. Elwenspoek    
Revista: REVIEW OF SCIENTIFIC INSTRUMENTS    Formato: Impreso

 
usuarios registrados
Geijselaers, H. J. M. Huetink, J.     Pág. 275 - 284

 
usuarios registrados
Kramer, H.J.M.; Dijkstra, J.W.; Verheijen, P.J.T.; Van Rosmalen, G.M.     Pág. 185 - 191
Revista: POWDER TECHNOLOGY    Formato: Impreso

 
usuarios registrados
Kroes, G. M. L. W.; Löffler, H. J. M.; Parlevliet, J. E.; Keizer, L. C.     Pág. 491 - 498
Revista: PLANT PATHOLOGY    Formato: Impreso

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