Mostrando ítems 1-10 de 92
Essays on bivariate option pricing via copula and heteroscedasticity models: a classical and bayesian approach
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2019-02-15)
This dissertation is composed of two main and independents essays, but complementary. In the first one, we discuss the option price under a bayesian perspective. This essay aims to price and analyze the fair price behavior ...
Optimal pricing with time-dependent consumer valuations
(Universidad de Chile, 2022)
En este trabajo se estudian tres problemas. Primero, se resuelve el problema de un vendedor dotado de infinitas unidades de cierto producto homogéneo para la venta en un horizonte finito y discreto con el fin de maximizar ...
O problema de roteamento e programação de navios com coleta e entrega na indústria de petróleo : modelagem e métodos de solução exatos
(Universidade Federal de São CarlosUFSCarPrograma de Pós-Graduação em Engenharia de Produção - PPGEPCâmpus São Carlos, 2016-04-01)
The object of this study is the routing and scheduling problem of vessels with pickup
and delivery and time windows in the oil industry. A case study was performed in a Brazilian oil industry that produces crude oil in o ...
O Impacto das variações cambiais nas exportações do milho e do algodão
(Universidade Federal de São CarlosUFSCarPrograma de Pós-Graduação em Economia - PPGEc-SoCâmpus Sorocaba, 2018-03-07)
Since the begining of the 21st century, the exports of corn and cotton have increased, increasing the Brazilian participation in these international markets. In addition to the technological changes incorporated to the ...
Should governments provision against fiscal mismatch? : new evidence for fiscal sustainability
(Universidad de Chile, 2017-04)
Governments spend a signi cant share of non-traded goods, which
become disproportionally more expensive as economies grow (e.g. Balassa-
Samuelson e ect). In fact, government in
ation increased twice above
average ...
Estudio del precio de exportacion de celulosa blanqueada de pino radiata Chilena mediante series de tiempo (1990 – 2008)
(Universidad de Talca (Chile). Escuela de Ingeniera Forestal, 2010)
Inclusion of renewable energy in electricity markets and its impact on price and energy security
(2017-06-12)
There is a need for a reduction in greenhouse gases emissions, with the associated challenges for control and understanding across different stakeholders. In particular, the electricity sector is key to stand against such ...
Tecnologia e sociedade: o caso SIVAM
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Ciência Política - PPGPol, 2011-03-16)
The main purpose of this thesis is to approach the Sistema de Vigilância da Amazônia [Amazônia Vigilance System, SIVAM] as part of the military strategy for establishing Brazil as a power/leadership in South America. Because ...
Planificación integral de cadenas de suministro basadas en producción de biocombustibles
(Universidad Michoacana de San Nicolás de Hidalgo, 2016-08)
The present work address the optimal planning of supply chains focused to the biofuels production considering important aspects as the dynamic behavior, the response time of the supply chain, as well as the uncertainty ...