Recovering Risk-Neutral Densities from Brazilian Interest Rate Options

by José Renato Haas Ornelas, Marcelo Yoshio Takami
Published 2011-03-01

Apreçamento de opções de IDI usando o modelo CIR

by José Santiago Fajardo Barbachan, José Renato Haas Ornelas
Published 2003-06-01

Eatimating risk aversion, Risk-Neutral and Real-World Densities using Brasilian Real currency options

by José Fajardo, José Renato Haas Ornelas, Aquiles Rocha de Farias
Published 2012-12-01

Estimating risk aversion, Risk-Neutral and Real-World Densities using Brazilian Real currency options

by José Fajardo, José Renato Haas Ornelas, Aquiles Rocha de Farias
Published 2012-12-01

Estimating risk aversion, Risk-Neutral and Real-World Densities using Brazilian Real currency options

by José Fajardo, José Renato Haas Ornelas, Aquiles Rocha de Farias
Published 2012-12-01

A Goodness-of-Fit Test with Focus on Conditional Value at Risk

by José Renato Haas Ornelas, Aquiles Rocha de Farias, José Santiago Fajardo Barbachan
Published 2008-10-01