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3641.
Behavioral Finance and its Applications. by
  • Dupire, Julia
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3642.
Quant Factor investing in Emerging Markets: the magnified problem of crowding and the case for a Long Volatility Overlay strategy. by
  • Parlamento, Luca
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3643.
Empirics on CPPI Design Risk. by
  • Gaspar, Raquel M
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3644.
Regime switching market evolution and calibration, relations to polymodels. by
  • Douady, R
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3645.
Multiple curve Levy forward price model allowing for negative interest rates. by
  • Eberlein, Ernst
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3646.
On Fairness of Systemic Risk Measures. by
  • Fouque, Jean-Pierre
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3647.
Diamonds and the rough Heston model. by
  • Gatheral, Jim
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3648.
Fast Hybrid Schemes for Fractional Riccati Equations (Rough is not so Tough). by
  • Grasselli, Martino
  • Callegaro, Giorgia
  • Pagès, Gilles
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3649.
Climate Change, Finance, and Macroeconomics. by
  • Grasselli, Matheus
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3650.
On the Joint Calibration of SPX and VIX Options. by
  • Guyon, Julien
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3651.
Mean Field Games with Differing Beliefs for Algorithmic Trading. by
  • Jaimungal, Sebastian
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3652.
Robust Pricing and Hedging in Practice. by
  • Obloj, Jan
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3653.
Double auctions in welfare economics. by
  • Pennanen, Teemu
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3654.
Implications of International Trade Agreements. by
  • Pinto, Alberto Adrego
  • Zubelli, Jorge P
  • Martins, Filipe
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3655.
On Dupire’s Ito functional calculus. by
  • Saporito, Yuri
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3656.
The influence of Bruno Dupire on derivatives markets. by
  • Savine, Antoine
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3657.
Geometry of Distribution-Constrained Optimal Stopping Problems. by
  • Schmock, Uwe
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3658.
Dynamic mean-variance optimization problems with deterministic information. by
  • Schweizer, Martin
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3659.
Pricing options with non-uniform Fourier transform. by
  • Souza, Max O. de
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3660.
Strategic Fire-Sales and Price-Mediated Contagion in the Banking System. by
  • Wagalath, Lakshithe
  • Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

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