Backtesting SVI parameterization of implied volatilities/ Rafael Balestro Dias da Silva; orientador: Vinícius Viana Luiz Albani.

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Series: Tese de Mestrado - IMPAPublication details: Rio de Janeiro: IMPA, 2016.Description: 54 pSubject(s):

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Dissertation note: Instituto de Matemática Pura e Aplicada - IMPA

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Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Thesis	Castorina Estantes Abertas (Open Shelves)	Teses (Thesis)		1	Not For Loan		39063000684269

Instituto de Matemática Pura e Aplicada - IMPA

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