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Jaqueline Marins


This is information that was supplied by Jaqueline Marins in registering through RePEc. If you are Jaqueline Marins , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jaqueline
Middle Name:
Last Name: Marins

RePEc Short-ID: pma749

Postal Address:


Banco Central do Brasil
Location: Brasília, Brazil
Phone: (061) 3414-2401
Fax: (061) 3414-2480
Postal: Caixa Postal 08670 - CEP 70074-900 - Brasília DF
Handle: RePEc:edi:bcbgvbr (more details at EDIRC)


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Working papers

  1. 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.
  2. 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.
  3. 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.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2007-06-02. Author is listed
  2. NEP-ECM: Econometrics (2) 2007-06-02 2007-06-02. Author is listed
  3. NEP-FMK: Financial Markets (2) 2007-06-02 2007-06-02. Author is listed
  4. NEP-RMG: Risk Management (1) 2007-06-02. Author is listed


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