Browsing by Advisor Nunes, João Pedro Vidal

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Showing results 1 to 16 of 16
Issue DateTitleAuthor(s)TypeAccess Type
2011Assembly and preparation for the derivative market: a convenience comparison between financial options and futures with view to the eurex and liffeNeumann, ArneMaster ThesisOpen Access
6-Dec-2023Calibração do modelo de Jarrow & Yildirim (2003) para a determinação do preço das obrigações TIPSSousa, Ana Marisa SilvaMaster ThesisOpen Access
29-Sep-2023Caps, floors and collars on continuous flows and investment decisionsSilva, Fernando Correia daDoctoral ThesisEmbargoed Access
25-Nov-2021Do the SPX and VIX co-jump?Salinas Tejerina, Claudio AlbertoMaster ThesisOpen Access
28-Apr-2017Essays on option pricing, with applications on interest rates, equities and credit derivativesPrazeres, Pedro Miguel SilvaDoctoral ThesisOpen Access
2009Euro area inflation-linked bonds market: Analysis and immunization abilitiesSimões, Cláudia Patrícia GonçalvesMaster ThesisOpen Access
4-Nov-2024Fair value of an interest rate Cap for financial risk management in a companySerralva, Sabrina Maria BastosMaster ThesisRestricted Access
15-Nov-2017Impacto da política do "Quantitative Easing" num portfólio de investimentoBorges, João Miguel Sousa Machado CastilhoMaster ThesisOpen Access
2010Imunização de portefólios de empréstimos à habitação a taxa fixaVeiga, Luís Filipe DôresMaster ThesisOpen Access
2009O mercado organizado de CO2: oportunidade de investimento e melhoria do ambiente. Compatíveis?Silva, Carina Sofia Ferreira daMaster ThesisOpen Access
20-Dez-2018Modelização paramétrica da superfície de volatilidade implícitaAndrada, João Luís Gomes Ferreira CamposDissertação de MestradoAcesso Aberto
2011Modelos de taxa de juro após a crise de crédito e liquidezTavares, Tiago Miguel VargasDissertação de MestradoAcesso Aberto
27-Dez-2022Pricing after the IBOR eraFerreira, Daniel Alexandre VelhoDissertação de MestradoAcesso Aberto
13-Dez-2023Risk premium for futures on the VIX-squared under the Eraker-Wu (2017) modelDamásio, André Filipe AssunçãoDissertação de MestradoAcesso Aberto
2011The valuation of callable defaultable bondsHilebrand, WilliamDissertação de MestradoAcesso Aberto
27-Nov-2024The Variance Risk PremiumCaneira, Mafalda AmaroDissertação de MestradoAcesso Aberto