Results
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1.
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Risk & Derivatives. by
- Avellaneda, Marco, 1955-
- Dupire, Bruno
- Grasselli, Matheus
- Guyon, Julien
- Saporito, Yuri
- Schmock, Uwe
- Targino, Rodrigo
- Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
- Special Techniques for Special Events (part Ia)/
- Trading VIX Derivatives (part Ib)/
- Macroeconomic modelling with heterogeneous agents: the master equation approach (part IIa)/
- Bounds for VIX Futures given S&P 500 smiles (part IIb)/
- Functional Itô Calculus, Path-Dependence and the Computational of Greeks (part IIIa)/
- Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer's Recursion (part IIIb)/
- Bayesian modelling and allocation of insurance risks (part IIIc)/
Availability: No items available.
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2.
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Vanishing Contagion Spreads. by
- Duarte, Diogo
- Prieto , Rodolfo
- Rindisbacher, Marcel
- Saporito, Yuri
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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3.
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Endogenous Asymmetric Money Illusion. by
- Duarte, Diogo
- Saporito, Yuri
- Research in Options 2019 (2019: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2019
Availability: No items available.
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4.
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5.
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Processamento de linguagem natural e de imagens: aplicações na justiça, turismo, meio ambiente e varejo/ K. Oliveira. by
- Oliveira, Krerley I. M
- Barbosa, Adriano
- Vieira, Thales
- Saporito, Yuri
- Yang, Xu
- Workshop Matemática e Indústria (1º: 2020: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2020
Availability: No items available.
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6.
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Research in Options 2018. by
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
- Avellaneda, Marco, 1955-
- Zubelli, Jorge P
- Dupire, Bruno
- Souza, Max O. de
- Saporito, Yuri
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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7.
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Research in Options 2019. by
- Research in Options 2019 (2019: IMPA, Rio de Janeiro, Brazil)
- Avellaneda, Marco, 1955-
- Zubelli, Jorge P
- Dupire, Bruno
- Souza, Max O. de
- Saporito, Yuri
- Targino, Rodrigo
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2019
Availability: No items available.
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8.
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9.
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On Dupires Ito functional calculus. by
- Saporito, Yuri
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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