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The idea of “normal risk” on put options related to investments in the energy sectorA noção de “risco normal” nas opções de venda relacionadas a investimentos no setor energético
(Pontificia Universidad Católica del Perú, 2023)
Onset of the Rainy Season in the Province of Córdoba (Argentina) Determined by Rainfall Records and Evaluation of its Agricultural Risk Condition
(Instituto de Investigaciones Agropecuarias, INIA, 2009)
CYCLICAL PATTERN OF NON-NUTRITIVE SUCKING IN NORMAL AND HIGH-RISK NEONATES
(, 2013)
ABSTRACTThis study determined patterns of suction cycles by recordingsucking pressure in full-term infants, normal pre-term infantsand newborns with pathology (hypoxia at birth). Associationsbetween these patterns and some ...
Aplicação da teoria de cópulas para o cálculo do value at risk
(2009-11-30)
Este trabalho aplica a teoria de cópulas à mensuração do risco de mercado, através do cálculo do Value at Risk (VaR). A função de cópula oferece uma maior flexibilidade para a agregação de riscos quando comparada com ...
Pricing of Defaultable Bonds with Log-Normal Spread: Development of the Model and an Application to Argentinean and Brazilian Bonds During the Argentine Crisis
(Springer, 2005-06)
In this paper we describe a two-factor model for a defaultable discount bond, assuming log-normal dynamics with bounded volatility for the instantaneous short rate spread. Under some simplified hypothesis, we obtain an ...
An Extension to the Scale Mixture of Normals for Bayesian Small-Area Estimation
(UNIV NAC COLOMBIA, DEPT ESTADISTICA, 2012)
This work considers distributions obtained as scale mixture of normal densities for correlated random variables, in the context of the Markov random field theory, which is applied in Bayesian spatial intrinsically ...