DYNAMIC HEDGING COMPARING ALTERNATIVE HEDGING APPROACHES FOR AN INTEREST RATE DERIVATIVES PORTFOLIO
Autor(a) principal: | |
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Data de Publicação: | 2013 |
Tipo de documento: | Dissertação |
Título da fonte: | Portal de Dados Abertos da CAPES |
id |
BRCRIS_aaadba28727a3d9103ec6402fd880e71 |
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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. |
_version_ |
1741886287472754688 |