Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Subject "Probabilidades"
Now showing items 1-7 of 7
-
Estimating the stochastic discount factor without a utility function
2005-03-14Using the Pricing Equation in a panel-data framework, we construct a novel consistent estimator of the stochastic discount factor (SDF) which relies on the fact that its logarithm is the serial-correlation ìcommon featureîin ... -
Introdução a integração estocástica
1994-06 -
Introdução à integração estocástica (Revisado em Julho de 1999)
1999-08-01A integração estocástica é a ferramenta básica para o estudo do apreçamento de ativos derivados1 nos modelos de finanças de tempo contínuo. A fórmula de Black e Scholes é o exemplo mais conhecido. Os movimentos de preços ... -
Laws of large numbers for non-additive probabilities
1993-12We apply the concept of exchangeable random variables to the case of non-additive robability distributions exhibiting ncertainty aversion, and in the lass generated bya convex core convex non-additive probabilities, ith a ... -
Practice location of physicians: a discrete choice model approach
2015-04-07Economists and policymakers have long been concerned with increasing the supply of health professionals in rural and remote areas. This work seeks to understand which factors influence physicians’ choice of practice location ... -
Tópicos clássicos de econometria
1987-11-01
