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http://hdl.handle.net/11422/7030| Type: | Trabalho de conclusão de graduação |
| Title: | Modelos de simulação de Monte Carlo: aplicações ao cálculo do Value-at-Risk e à análise de opções de compra Europeias sem dividendo |
| Author(s)/Inventor(s): | Cabral Filho, Helio |
| Advisor: | Salles , André Assis de |
| Co-advisor: | Saliby, Eduardo |
| Abstract: | Gerenciamento de riscos tem despertado... |
| Keywords: | Valor em risco Modelo de opções Teoria de portfólio Simulação de Monte Carlo |
| Subject CNPq: | CNPQ::ENGENHARIAS::ENGENHARIA DE PRODUCAO |
| Production unit: | Escola Politécnica |
| Publisher: | Universidade Federal do Rio de Janeiro |
| Issue Date: | Nov-2010 |
| Publisher country: | Brasil |
| Language: | por |
| Right access: | Acesso Aberto |
| Appears in Collections: | Engenharia de Produção |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| monopoli10000242.pdf | 446.46 kB | Adobe PDF | View/Open |
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