DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO

Detalhes bibliográficos
Autor(a) principal: MARTA FILIPA DE ALMEIDA CACHOLA
Data de Publicação: 2013
Tipo de documento: Dissertação
Título da fonte: Portal de Dados Abertos da CAPES
id BRCRIS_aaadba28727a3d9103ec6402fd880e71
network_acronym_str CAPES
network_name_str Portal de Dados Abertos da CAPES
dc.title.pt-BR.fl_str_mv DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO
title DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO
spellingShingle DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO
Delta-hedging, delta-gamma-hedging, derivativos de taxas de juros
Delta-hedging, delta-gamma-hedging, interest rate derivatives
MARTA FILIPA DE ALMEIDA CACHOLA
title_short DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO
title_full DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO
title_fullStr DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO
DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO
title_full_unstemmed DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO
DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO
title_sort DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO
topic Delta-hedging, delta-gamma-hedging, derivativos de taxas de juros
Delta-hedging, delta-gamma-hedging, interest rate derivatives
publishDate 2013
format masterThesis
author_role author
author MARTA FILIPA DE ALMEIDA CACHOLA
author_facet MARTA FILIPA DE ALMEIDA CACHOLA
dc.contributor.advisor1.fl_str_mv MARCELO LEITE DE MOURA E SILVA
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/2140924154208734
dc.publisher.none.fl_str_mv INSPER INSTITUTO DE ENSINO E PESQUISA
publisher.none.fl_str_mv INSPER INSTITUTO DE ENSINO E PESQUISA
instname_str INSPER INSTITUTO DE ENSINO E PESQUISA
dc.publisher.program.fl_str_mv ECONOMIA
dc.description.course.none.fl_txt_mv ECONOMIA
reponame_str Portal de Dados Abertos da CAPES
collection Portal de Dados Abertos da CAPES
spelling CAPESPortal de Dados Abertos da CAPESDYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIODYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIODYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIODYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIODYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIODYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIODYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIODelta-hedging, delta-gamma-hedging, derivativos de taxas de juros2013masterThesisauthorMARTA FILIPA DE ALMEIDA CACHOLAMARCELO LEITE DE MOURA E SILVAhttp://lattes.cnpq.br/2140924154208734INSPER INSTITUTO DE ENSINO E PESQUISAINSPER INSTITUTO DE ENSINO E PESQUISAINSPER INSTITUTO DE ENSINO E PESQUISAECONOMIAECONOMIAPortal de Dados Abertos da CAPESPortal de Dados Abertos da CAPES
identifier_str_mv CACHOLA, MARTA FILIPA DE ALMEIDA. DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO. 2013. Tese.
dc.identifier.citation.fl_str_mv CACHOLA, MARTA FILIPA DE ALMEIDA. DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO. 2013. Tese.
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