Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Title "Uma resenha sobre modelos de apreçamento de derivativos"

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    • Uma resenha sobre modelos de apreçamento de derivativos 

      Guimarães, Pedro Henrique Engel
      2012-06-29
      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 ...