Now showing items 1-2 of 2

    • Uma resenha sobre modelos de apreçamento de derivativos 

      Guimarães, Pedro Henrique Engel
      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
      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 ...