Almeida, Caio Ibsen Rodrigues de
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VI Brazilian Finance Meeting - Derivativos e Risco
The Role of Fixed Income Options on the Risk Assessment of Bond Portfolios
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VI Brazilian Finance Meeting - Derivativos e Risco
Extracting Default Probabilities and Recovery Values from Sovereign Bonds
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VI Brazilian Finance Meeting - Econometria e Métodos Numéricos em Finanças
Pricing and Hedging Brazilian Fixed Income Options
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V Brazilian Finance Meeting - Derivativos e Risco
Pricing And Modeling Credit Derivatives
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V Brazilian Finance Meeting - Derivativos e Risco
How Much Of The Dynamics Of Fixed Income Options Can Be Explained By Their Underlying Assets? The Brazilian Case
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V Brazilian Finance Meeting - Econometria e Métodos Numéricos em Finanças
A Note On The Relation Between Principal Components And Dynamic Factors In Affine Term Structure Models
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IV Brazilian Finance Meeting - Derivativos e Risco
Affine Processes, Arbitrage-Free Term Structures Of Legendre Polynomials, And Option Pricing
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III Brazilian Finance Meeting - Derivativos e Risco
Time-Varying Risk premia in Emerging markets: Explanation by a Multi-Factor Affine Term Structure Model
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III Brazilian Finance Meeting - Derivativos e Risco
Opções de Dólar no Brasil com Taxas de Juro e de Cupom Estocásticos
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III Brazilian Finance Meeting - Econometria e Métodos Numéricos
Stochastic Volatility Models with Markov Regime Switching State Equations
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III Brazilian Finance Meeting - Econometria e Métodos Numéricos
Stochastic Volatility in Brazilian Stock Market and its Impacts on Option Pricing: An Empirical Investigation
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II Brazilian Finance Meeting - Derivativos e Risco
A Note on the Consistency of Term Structures Parameterized by Legendre Polynomials
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II Brazilian Finance Meeting - Derivativos e Risco
Risco de Crédito de um Portfólio
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II Brazilian Finance Meeting - Econometria e Métodos Numéricos
A Generalization of Principal Component Analysis for Non-Observable Term Structures in Emerging Markets
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I Brazilian Finance Meeting - Derivativos e Risco
Interest Rate Risk Measurement in Latin American Emerging Markets Using Orthogonal Polynomials
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