Personal Details
First Name: Jaqueline
Middle Name:
Last Name: Marins
Suffix:
RePEc Short-ID: pma749
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Affiliation
(in no particular order)
Works
| Working papers | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Jaqueline Terra Moura Marins & Eduardo Saliby, 2007.
"Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling,"
Working Papers Series
132, Central Bank of Brazil, Research Department.
[Downloadable!]
- Eduardo Saliby & Sergio Luiz Medeiros Proença de Gouvêa & Jaqueline Terra Moura Marins, 2007.
"Amostragem Descritiva no Apreçamento de Opções Européias através de Simulação Monte Carlo: o Efeito da Dimensionalidade e da Probabilidade de Exercício no Ganho de Precisão,"
Working Papers Series
134, Central Bank of Brazil, Research Department.
[Downloadable!]
- Jaqueline Terra Moura Marins & Eduardo Saliby & Joséte Florencio do Santos, 2006.
"Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling,"
Working Papers Series
116, Central Bank of Brazil, Research Department.
[Downloadable!]
NEP Fields
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-CMP: Computational Economics (1) 2007-06-02 Author is listed
- NEP-ECM: Econometrics (2) 2007-06-02 2007-06-02 Author is listed
- NEP-FMK: Financial Markets (2) 2007-06-02 2007-06-02 Author is listed
- NEP-RMG: Risk Management (1) 2007-06-02 Author is listed
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This page was last updated on 2009-12-2.
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