Listagem por autor "Teixeira, Fernando Ormonde"

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    • Consumer's inflation expectations in Brazil 

      Teixeira, Fernando Ormonde; Oliveira, Ingrid Christyne Luquett de; Ferreira, Pedro Costa
      2017-07-01
      This paper investigates what are the main components of consumer's inflation expectations. We combine the FGV's Consumer Survey with the indices of inflation (IPCA and government regulated prices), professional forecasts ...

    • On the numerical methods for the Heston model 

      Teixeira, Fernando Ormonde
      2017-09-29
      In this thesis we revisit numerical methods for the simulation of the Heston model’sEuropean call. Specifically, we study the Euler, the Kahl-Jackel an two versions of theexact algorithm schemes. To perform this task, ...