Modelo de volatilidade estocástica aplicado a estratégia de trading de commodities

Modelo de volatilidade estocástica aplicado a estratégia de trading de commodities

Submitted by David Fernandes de Carvalho Gomes (dvdgomes@gmail.com) on 2014-09-08T11:59:46Z No. of bitstreams: 1 [FGV-EESP]Dissertação_David Gomes_Banca_V3.pdf: 1221952 bytes, checksum: c70f947903c277271f3fdecf9c44b90f (MD5) === Approved for entry into archive by JOANA MARTORINI (joana.martorini@f...

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Bibliographic Details
Main Author: Gomes, David Fernandes de Carvalho
Other Authors: Pinto, Afonso de Campos
Language:Portuguese
Published: 2014
Subjects:
Commodities agrícolas
Simulação
Estratégias de trading
Agricultural commodities
Stochastic process
Simulation
Trading strategies
Economia
Modelos matemáticos
Processo estocástico
Mercadorias
Mercado financeiro
Online Access:http://hdl.handle.net/10438/12009

Internet

http://hdl.handle.net/10438/12009

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