Listagem Produção Intelectual em Bases Externas por Assunto "Derivativos (Finanças) - Brasil"

Itens para a visualização no momento 1-2 of 2

Derivative pricing using multivariate affine generalized hyperbolic distributions

Fajardo, José; Farias, Aquiles
2010-07

In this paper we use multivariate affine generalized hyperbolic (MAGH) distributions, introduced by Schmidt et al. (2006), to show how to price multidimensional derivatives when the underlying asset follows a MAGH distribution. ...
The use of Fx derivatives and the cost of capital: evidence of Brazilian companies

Coutinho, João Ricardo Ribeiro; Sheng, Hsia Hua; Lora, Mayra Ivanoff
2012-12

Large corporations have been using derivative instruments as a tool to protect their indirect exposure, as FX risks. A sample with 47 non-financial Bovespa Listed Brazilian companies from 2004 and 2010 was used to test the ...