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1.
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 remote
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.

2.
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 remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

3.
Endogenous Asymmetric Money Illusion. by
  • Duarte, Diogo
  • Saporito, Yuri
  • Research in Options 2019 (2019: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2019
Online access:
Availability: No items available.

4.
Fitting and Forecasting Brent and WTI future prices curve using Machine Learning/ Mario Figueiredo. by
  • Figueiredo Neto, Mario de Mello
  • Saporito, Yuri [orientador]
  • Defesa de Tese
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2021
Online access:
Availability: No items available.

5.
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 remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

6.
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 remote
Publication details: Rio de Janeiro: IMPA, 2018
Online access:
Availability: No items available.

7.
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 remote
Publication details: Rio de Janeiro: IMPA, 2019
Online access:
Availability: No items available.

8.
Stochastic Control and Differential Games with Path-Dependent Controls. by
  • Saporito, Yuri
  • Research in Options 2017 (2017: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2017
Online access:
Availability: No items available.

9.
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.

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