Periódicos correntes

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	1.	No cover image available No cover image available Risk and liquidity management: for equity derivatives, credit derivatives & fixed-income. by Avellaneda, Marco, 1955- Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil) ; Format: available online Publication details: Rio de Janeiro: IMPA, 2016 Online access: VIDEO PART 1 VIDEO PART 2 Availability: No items available. Add to cart (remove)
	2.	No cover image available No cover image available 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)/ Online access: VIDEO PART I VIDEO PART II VIDEO PART III Availability: No items available. Add to cart (remove)
	3.	No cover image available No cover image available Model-free approach to price multivariate derivatives/ Carole Bernard. by Bernard, Carole Grasselli, Martino Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil) ; Format: available online Publication details: Rio de Janeiro: IMPA, 2016 Other title: Lie Symmetry Methods for Local Volatility Models/ Online access: VIDEO Availability: No items available. Add to cart (remove)
	4.	No cover image available No cover image available Counterparty Risk, Cost of Funding, Cost of Capital and Central Clearing. by Crépey, Stéphane Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil) ; Format: available online Publication details: Rio de Janeiro: IMPA, 2016 Online access: VIDEO PART 1 VIDEO PART 2 Availability: No items available. Add to cart (remove)
	5.	No cover image available No cover image available Volatility derivatives and trading. by Dupire, Bruno Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil) ; Format: available online Publication details: Rio de Janeiro: IMPA, 2016 Online access: VIDEO PART 1 VIDEO PART 2 Availability: No items available. Add to cart (remove)
	6.	No cover image available No cover image available MCMC design-based non-parametric regression for rare-event. Application to nested-risk computations/ Emmanuel Gobet. by Gobet, Emmanuel Wagalath, Lakshithe Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil) ; Format: available online Publication details: Rio de Janeiro: IMPA, 2016 Other title: Risk-based Capital requirements and optimal liquidation in a stress scenario/ Online access: VIDEO Availability: No items available. Add to cart (remove)
	7.	No cover image available No cover image available Lévy-Vasicek Models and the Long-Bond Return Process/ Lane Hughston. by Hughston, L. P, 1951- Pinto, Alberto Adrego Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil) ; Format: available online Publication details: Rio de Janeiro: IMPA, 2016 Other title: Pricing in a Network of Consumers/ Online access: VIDEO Availability: No items available. Add to cart (remove)
	8.	No cover image available No cover image available Algo Trading: From theory to practice. by Jaimungal, Sebastian Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil) ; Format: available online Publication details: Rio de Janeiro: IMPA, 2016 Online access: VIDEO PART 1 VIDEO PART 2 Availability: No items available. Add to cart (remove)
	9.	No cover image available No cover image available High Frequency Trading. by Jaimungal, Sebastian Rogers, Chris Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil) ; Format: available online Publication details: Rio de Janeiro: IMPA, 2016 Other title: Trading algorithms with learning in latent alpha models/ High-frequency data: why are we looking at this?/ Online access: VIDEO Availability: No items available. Add to cart (remove)
	10.	No cover image available No cover image available Statistics in Finance. by Kolev, Nikolai Cherubini, Umberto Mulinacci, Sabrina Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil) ; Format: available online Publication details: Rio de Janeiro: IMPA, 2016 Other title: Cointegrating Jumps and Applications to Financial Markets/ No-Arbitrage Choquet Pricing with an Application to the Irrational Exercise Problem/ Marking to market credit derivatives on simultaneous credit events/ Online access: VIDEO Availability: No items available. Add to cart (remove)
	11.	No cover image available No cover image available Portfolio Management. by Pennanen, Teemu Crépey, Stéphane Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil) ; Format: available online Publication details: Rio de Janeiro: IMPA, 2016 Other title: Optimal hedging and valuation of oil derivatives and refineries/ XVA Metrics for CCPs/ Online access: VIDEO Availability: No items available. Add to cart (remove)
	12.	No cover image available No cover image available Research in Options 2016. by Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil) Avellaneda, Marco, 1955- Dupire, Bruno Zubelli, Jorge P Souza, Max O. de ; Format: available online Publication details: Rio de Janeiro: IMPA, 2016 Online access: VIDEOS Availability: No items available. Add to cart (remove)
	13.	No cover image available No cover image available A Non-intrusive Stratified Resampler for Regression Monte Carlo with Application to Option Pricing. by Zubelli, Jorge P Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil) ; Format: available online Publication details: Rio de Janeiro: IMPA, 2016 Online access: VIDEO Availability: No items available. Add to cart (remove)

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