Browsing by Advisor Dias, José Carlos

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Showing results 16 to 32 of 32 < previous 
Issue DateTitleAuthor(s)TypeAccess Type
2013LSMC for pricing American options under the Heston modelBarbuto, Pedro MarzagãoMaster ThesisRestricted Access
2013Modelos de avaliação de risco de crédito: Análise e aplicaçãoLimede, Mário AntónioMaster ThesisOpen Access
2014Modelos de risco de crédito: análise de telecoms europeias e bancos americanosSantana, Carolina AlbardeiroMaster ThesisOpen Access
2011Pricing and hedging volatility optionsPrates, Carla Alexandra BotasMaster ThesisRestricted Access
2010Pricing corporate debt and credit risk under the CEV modelOliveira, Jorge M. DuqueMaster ThesisOpen Access
7-Dec-2022Public stimulus to private investment and prevention of disinvestment: A CEV approachSubtil, Célia dos SantosMaster ThesisOpen Access
8-Nov-2016Real options valuation - investment under new technological adoption and carbon policy uncertain: an aplication to volkswagen automobile industryKlimova, SvetlanaMaster ThesisRestricted Access
2015Stock market returns and football match resultsCarrilho, João Miguel MendesMaster ThesisOpen Access
15-Nov-2018Structural credit risk models: analysis of listed companies in PortugalSantos, Inês PereiraMaster ThesisOpen Access
15-Nov-2017Structured products insights: pricing reverse convertibles and discount certificates in the German marketFernandes, André Gonçalo LopesMaster ThesisOpen Access
2014The KIM (1990) American options valuation method: A comparative analysisPereira, Filipe Luís Abraul Rosa GonçalvesMaster ThesisRestricted Access
16-Nov-2020The 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 SantosMaster ThesisOpen Access
6-May-2021Three essays on modeling energy prices with time-varying volatility and jumpsFernandes, Mário Jorge CorreiaDoctoral ThesisOpen Access
31-May-2019Three essays on option pricingCruz, Aricson César Jesus daDoctoral ThesisOpen Access
2013Three essays on the valuation of American-style optionsRuas, João Pedro BentoDoctoral ThesisOpen Access
19-Nov-2024Unveiling the potencial: Valuing onshore and offshore wind energies through real options perspectiveSerrão, Ana Carolina Neves Teles EvangelistaMaster ThesisRestricted Access
12-Nov-2018Volatility derivatives: Expected option returnsMatias, Hugo António FigueiredoMaster ThesisOpen Access