2   Artículos

 
en línea
Tao Pang, Yipeng Yang and Dai Zhao    
Monte Carlo methods are widely-used simulation tools for market practitioners from trading to risk management. When pricing complex instruments, like mortgage-backed securities (MBS), strong path-dependency and high dimensionality make the Monte Carlo me... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Franklin de O. Gonçalves,Luiz Otavio Calôba     Pág. pp. 89 - 112
Brady bond securities represent a substantial fraction of emerging markets countries internationally tradable sovereign debt. The credit risk spread above and beyond the U.S. treasury curve for these securities is usually large in size and volatility. Mo... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

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