Derivative Markets
Mostrando 1-8 de 8 artigos, teses e dissertações.
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1. Implementação e avaliação de desempenho de estratégias de controle aplicadas em um sistema de armazenamento refrigerado / Implementation and performance evaluation of control strategies applied in a storage system for refrigerated
The cold storage of agricultural products intended to meet a demand for healthier products by markets and consumers. You can also give producers an alternative to extend the time for the marketing of products stored. Cold storage is important for a better conservation of perishable products. Because with the decrease in storage temperature, the metabolic rea
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 18/01/2011
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2. Liberalização da conta de capital e fluxos de portfólio para o Brasil
The present work seeks to investigate the dynamics of capital account liberalization and its impact on short run capital flows to Brazil in the period of 1995-2002, considering different segments such as the monetary, derivative and equity markets. This task is pursued by developing a comparative study of financial flows and examining how it is affected by t
Publicado em: 25/06/2010
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3. O mercado futuro de suco de laranja concentrado e congelado : um enfoque analítico
O presente estudo teve como objetivo analisar porque as indústrias processadoras de suco concentrado e congelado de laranja não estão negociando na New York Board of Trade, considerando que o risco de preços é alto neste setor, e preferindo utilizar o preço de Rotterdam como base para as suas negociações. Os mercados derivativos de commodities agríc
Publicado em: 2007
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4. Otimização da programação de curto prazo de duto bidirecional de derivados de petróleo. / Short-term scheduling optimization of derivative petroleum bidirectional pipeline.
Pipeline systems play a major role in the supply chain of the petroleum industry. These systems are responsible for the transportation of most of the crude oil and petroleum derivatives. Pipeline systems transfer large amounts of different petroleum types and their products at a lower cost than any other transportation mode. Pipelines interconnect oil fields
Publicado em: 2007
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5. O Impacto da Introdução de Opções sobre a Volatilidade do Ativo Objeto: Um Estudo sobre a Função dos Mercados Derivativos / The Impact of the Introduction of Options on the Volatility of the Underlying Asset: A Study on the Purpose of Derivatives Markets
There is a lot of misunderstanding about derivative markets. Many people believe that they are a kind of casinos and have no utility to the investors. This work looks on the effects of options introduction in the Brazilian market, seeking for another benefit for this introduction: changes in the stocks risk level due to this introduction. Our results are the
Publicado em: 24/11/2005
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6. Derivativos de crédito: um estudo da aplicabilidade ao mercado brasileiro
o objetivo geral deste trabalho é verificar a aplicabilidade dos derivativos de crédito ao mercado brasileiro. o trabalho é dividido em quatro etapas. A primeira descreve os derivativos, seus diversos mercados, suas formas de negociação, as modalidades e os ambientes operacionais. A segunda detalha o mercado de derivativos de crédito norte-americano an
Publicado em: 2004
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7. MODELOS ESTOCÁSTICOS PARA A VOLATILIDADE DO MERCADO DE AÇÕES BRASILEIRO / STOCHASTIC MODELS FOR THE BRAZILIAN STOCK MARKET VOLATILITY
The volatility of a financial time series is a key variable in the modeling of the financial markets. It controls the risk measure associated with the dynamics of price of a financial asset and also affects the rational price of derivative products. The volatility of a financial asset is a statistical quantity that describes the characteristic magnitude of p
Publicado em: 2004
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8. Uma abordagem sobre os derivativos no mercado de metais
The purpose of this dissertation is to analyse the use of derivative mechanism in the metal market. The mineral industry is trying to attenuate the price s fluctuation (instability) in its commodities using these financial instruments that provide the participants of this market with a financial profit in its operations. The dissertation intends to achieve a
Publicado em: 1997