Browsing FGV EPGE - Ensaios Econômicos by Author "Vicente, José"
Almeida, Caio Ibsen Rodrigues de; Vicente, José
2007-10-01Parametric term structure models have been successfully applied to innumerous problems in fixed income markets, including pricing, hedging, managing risk, as well as studying monetary policy implications. On their turn, ...
Araújo, Aloísio Pessoa de; Vicente, José
2007-09-01In the last years, regulating agencies of rnany countries in the world, following recommendations of the Basel Committee, have compelled financiaI institutions to maintain minimum capital requirements to cover market risk. ...