| 000 | 02425n a2200445#a 4500 | ||
|---|---|---|---|
| 001 | 37245 | ||
| 003 | P5A | ||
| 005 | 20221213140554.0 | ||
| 007 | cr cuuuuuauuuu | ||
| 008 | 170106s2016 bl por d | ||
| 035 | _aocm51338542 | ||
| 040 |
_aP5A _cP5A |
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| 082 | 0 | 4 | _acs |
| 090 | _acs | ||
| 100 | 1 |
_aAvellaneda, Marco, _d1955- _u(New York University, USA) _914193 |
|
| 245 | 1 | 0 | _aRisk & Derivatives. |
| 246 | 1 | 1 |
_aSpecial Techniques for Special Events (part Ia)/ _gBruno Dupire. |
| 246 | 1 | 1 |
_aTrading VIX Derivatives (part Ib)/ _gMarco Avellaneda. |
| 246 | 1 | 1 |
_aMacroeconomic modelling with heterogeneous agents: the master equation approach (part IIa)/ _gMatheus Grasselli. |
| 246 | 1 | 1 |
_aBounds for VIX Futures given S&P 500 smiles (part IIb)/ _gJulien Guyon. |
| 246 | 1 | 1 |
_aFunctional Itô Calculus, Path-Dependence and the Computational of Greeks (part IIIa)/ _gYuri Saporito. |
| 246 | 1 | 1 |
_aMultivariate Collective Risk Model: Dependent Claim Numbers and Panjer's Recursion (part IIIb)/ _gUwe Schmock. |
| 246 | 1 | 1 |
_aBayesian modelling and allocation of insurance risks (part IIIc)/ _gRodrigo Targino. |
| 260 |
_aRio de Janeiro: _bIMPA, _c2016. |
||
| 300 | _avideo online | ||
| 500 | _aShort Course (parts I, II & III) - 7 Talks (Ia, Ib, IIa, IIb, IIIa, IIIb, IIIc) | ||
| 650 | 0 | 4 |
_aMatematica. _2larpcal _919899 |
| 697 |
_aCongressos e Seminários. _923755 |
||
| 700 | 1 |
_aDupire, Bruno _u(Bloomberg, USA) _97418 |
|
| 700 | 1 |
_aGrasselli, Matheus _u(Univ. Padova, Italy, & De Vinci Research Center, France) _97430 |
|
| 700 | 1 |
_aGuyon, Julien _u(Bloomberg, USA) _98521 |
|
| 700 | 1 |
_aSaporito, Yuri _u(FGV, Brazil) _98522 |
|
| 700 | 1 |
_aSchmock, Uwe _u(TU Wien, Austria) _97426 |
|
| 700 | 1 |
_aTargino, Rodrigo _u(FGV, Brazil) _98523 |
|
| 711 | 2 |
_aResearch in Options 2016 _d(2016: _cIMPA, Rio de Janeiro, Brazil) _98503 |
|
| 856 | 4 |
_zVIDEO PART I _uhttps://www.youtube.com/watch?v=HqJidrptw9g&index=9&list=PLo4jXE-LdDTRi1vo1WVI7DLZ0ZQ7yhCLV |
|
| 856 | 4 |
_zVIDEO PART II _uhttps://www.youtube.com/watch?v=fvaaKuZcM7s&index=10&list=PLo4jXE-LdDTRi1vo1WVI7DLZ0ZQ7yhCLV |
|
| 856 | 4 |
_zVIDEO PART III _uhttps://www.youtube.com/watch?v=toqA3_v8Kfs&index=15&list=PLo4jXE-LdDTRi1vo1WVI7DLZ0ZQ7yhCLV |
|
| 942 |
_2ddc _cBK |
||
| 999 |
_aRISK & Derivatives. Rio de Janeiro: IMPA, 2016. video online. Disponível em: <https://www.youtube.com/watch?v=HqJidrptw9g&index=9&list=PLo4jXE-LdDTRi1vo1WVI7DLZ0ZQ7yhCLV>. Acesso em: 6 jan. 2017. _c36022 _d36022 |
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