Gestão de carteiras de fundos de investimento: análise empírica da gestão de exposição a riscos diante de um evento marcante
Download full text from publisher
References listed on IDEAS
- Ait-Sahalia, Yacine, 1996.
"Nonparametric Pricing of Interest Rate Derivative Securities,"
Econometric Society, vol. 64(3), pages 527-560, May.
- Yacine Ait-Sahalia, 1995. "Nonparametric Pricing of Interest Rate Derivative Securities," NBER Working Papers 5345, National Bureau of Economic Research, Inc.
- Attari, Mukarram, 1999. "Discontinuous Interest Rate Processes: An Equilibrium Model for Bond Option Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(03), pages 293-322, September.
- Ahn, Chang Mo & Thompson, Howard E, 1988. " Jump-Diffusion Processes and the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 43(1), pages 155-174, March.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ibm:finlab:flwp_36. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Naercio Menezes). General contact details of provider: http://edirc.repec.org/data/ibmecbr.html .
We have no references for this item. You can help adding them by using this form .