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Produtos Estruturados No Mercadobrasileiro: Uma Análise Sobre A Sua Valorização Entre 2006 E 2011

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  • SABRINA ORSI KITTANI
  • AFONSO DE CAMPOS PINTO

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  • Sabrina Orsi Kittani & Afonso De Campos Pinto, 2014. "Produtos Estruturados No Mercadobrasileiro: Uma Análise Sobre A Sua Valorização Entre 2006 E 2011," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 135, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    • Handle: RePEc:anp:en2012:135
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    1. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288, World Scientific Publishing Co. Pte. Ltd..
    2. Marta Szymanowska & Jenke Ter Horst & Chris Veld, 2009. "Reverse convertible bonds analyzed," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 29(10), pages 895-919, October.
    3. Andreas Grünbichler & Hanspeter Wohlwend, 2005. "The Valuation of Structured Products: Empirical Findings for the Swiss Market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(4), pages 361-380, December.
    4. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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