Now showing items 1-2 of 2

    • Uma resenha sobre modelos de apreçamento de derivativos 

      Guimarães, Pedro Henrique Engel
      2012-06-29
      I present here an approach that unify a variety of derivative pricing models that consists of attaining a Partial Differential Equation(PDE) by intuitive arguments and give its solution by Feynman-Kac method as a conditinal ...
    • Three essays on macro-finance: robustness and portfolio theory 

      Guimarães, Pedro Henrique Engel
      2017-07-28
      This doctoral thesis is composed of three chapters related to portfolio theory and model uncertainty. The first paper investigates how ambiguity averse agents explain the equity premium puzzle for a large group of countries ...