Showing results 16 to 32 of 32
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| Issue Date | Title | Author(s) | Type | Access Type |
| 2013 | LSMC for pricing American options under the Heston model | Barbuto, Pedro Marzagão | Master Thesis | Restricted Access |
| 2013 | Modelos de avaliação de risco de crédito: Análise e aplicação | Limede, Mário António | Master Thesis | Open Access |
| 2014 | Modelos de risco de crédito: análise de telecoms europeias e bancos americanos | Santana, Carolina Albardeiro | Master Thesis | Open Access |
| 2011 | Pricing and hedging volatility options | Prates, Carla Alexandra Botas | Master Thesis | Restricted Access |
| 2010 | Pricing corporate debt and credit risk under the CEV model | Oliveira, Jorge M. Duque | Master Thesis | Open Access |
| 7-Dec-2022 | Public stimulus to private investment and prevention of disinvestment: A CEV approach | Subtil, Célia dos Santos | Master Thesis | Open Access |
| 8-Nov-2016 | Real options valuation - investment under new technological adoption and carbon policy uncertain: an aplication to volkswagen automobile industry | Klimova, Svetlana | Master Thesis | Restricted Access |
| 2015 | Stock market returns and football match results | Carrilho, João Miguel Mendes | Master Thesis | Open Access |
| 15-Nov-2018 | Structural credit risk models: analysis of listed companies in Portugal | Santos, Inês Pereira | Master Thesis | Open Access |
| 15-Nov-2017 | Structured products insights: pricing reverse convertibles and discount certificates in the German market | Fernandes, André Gonçalo Lopes | Master Thesis | Open Access |
| 2014 | The KIM (1990) American options valuation method: A comparative analysis | Pereira, Filipe Luís Abraul Rosa Gonçalves | Master Thesis | Restricted Access |
| 16-Nov-2020 | The valuation of structured products in Portugal: what was the impact on the products’ pricing after the CMVM’s protocol came into force in 2014? | Oliveira, Catarina Isabel dos Santos | Master Thesis | Open Access |
| 6-May-2021 | Three essays on modeling energy prices with time-varying volatility and jumps | Fernandes, Mário Jorge Correia | Doctoral Thesis | Open Access |
| 31-May-2019 | Three essays on option pricing | Cruz, Aricson César Jesus da | Doctoral Thesis | Open Access |
| 2013 | Three essays on the valuation of American-style options | Ruas, João Pedro Bento | Doctoral Thesis | Open Access |
| 19-Nov-2024 | Unveiling the potencial: Valuing onshore and offshore wind energies through real options perspective | Serrão, Ana Carolina Neves Teles Evangelista | Master Thesis | Restricted Access |
| 12-Nov-2018 | Volatility derivatives: Expected option returns | Matias, Hugo António Figueiredo | Master Thesis | Open Access |
