Please use this identifier to cite or link to this item:
http://hdl.handle.net/11422/11630
Type: | Relatório |
Title: | A trading strategy analysis of the brazilian option market : evidence from the three most traded call options |
Author(s)/Inventor(s): | Becker, João Luiz Lemgruber, Eduardo Facó |
Abstract: | Indisponível |
Abstract: | Unavailable |
Keywords: | Finanças Modelo de Black-Sholes Mercado de opções - Avaliação Working paper |
Subject CNPq: | CNPQ::CIENCIAS SOCIAIS APLICADAS::ADMINISTRACAO |
Production unit: | Instituto COPPEAD de Administração |
Publisher: | Universidade Federal do Rio de Janeiro |
In: | Relatórios COPPEAD |
Issue: | 184 |
Issue Date: | 1987 |
Publisher country: | Brasil |
Language: | eng |
Right access: | Acesso Aberto |
Citation: | BECKER, João Luiz; LEMGRUBER, Eduardo Facó. A trading strategy analysis of the brazilian option market: a trading strategy analysis of the brazilian option market. A trading strategy analysis of the brazilian option market. Rio de Janeiro: UFRJ, 1987. (Relatórios COPPEAD, 184). |
Appears in Collections: | Relatórios |
Files in This Item:
File | Description | Size | Format | |
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RC_184-Comp.pdf | 1.21 MB | Adobe PDF | View/Open |
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