Futures Market And Options Market
Mostrando 1-6 de 6 artigos, teses e dissertações.
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1. Estratégia financeira no agronegócio : uma análise das alternativas de comercialização baseadas em derivativos
O presente trabalho apresenta diferentes estratégias de comercialização para a soja, baseadas no uso de derivativos. A produção agropecuária é o elo mais fraco dentro de uma cadeia produtiva, geralmente, o que menos agrega valor, ficando sujeito ao maior poder de barganha, tanto dos seus fornecedores de máquinas e insumos como dos distribuidores e ag
Publicado em: 2010
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2. CASH FLOW AT RISK ANALYSIS OF A DOWNSTREAM OIL COMPANY / ANALISE DO FLUXO DE CAIXA EM RISCO PARA UMA EMPRESA PRODUTORA DE DERIVADOS DE PETRÓLEO
This study intents to examine strategies for hedging with swaps, futures and options that reduce the impact in CF@R to a model of oil refinery. The purpose is to show the effect that financial market hedge instruments used in portfolios causes in the corporate environment. The basis for the case study is shaped by the methodology for risk analysis on non-fin
Publicado em: 2009
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3. Apreçamento de créditos de carbono por meio de modelos estocásticos: European Allowances Units da segunda fase do European Union Emission Trade Scheme / Valuation of carbon credits through stochastic models: 2nd phase European Allowances Units of the European Union Emission Trade Scheme
In 2006, the carbon credit global market has negotiated around 22.5 billions (twenty two billions and five hundred million euros), equivalent to 1.6 billions tons of CO2 credits or allowances. Due to the importance of this new market, starting from an adapted version of the models and methodology of Xu (2004), this monograph empirical evaluate through daily
Publicado em: 2007
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4. Option pricing: utilization of an alternative option pricing model to price dollar futures options and comparison with Black s model / Formação do preço de opções: utilização de um modelo alternativo para a formação do preço de opção sobre futuro de dólar e comparação com o modelo de Black
The utilization of the Black-Scholes option pricing model is widespread, in both the academe and the market. Additionally, the literature related to its generalizations and adaptations is vast. Of particular importance are works concerning new sufficient conditions for existing risk-neutral option pricing equations. Under a new set of propositions on distrib
Publicado em: 2005
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5. A relação entre os preços de açúcar nos mercados doméstico e internacional. / Sugar price relation between international and brazils markets.
With more than a half of its production exported and about 30% of market share in the world sugar market, nowadays Brazil is the worlds leading exporter of sugar. So, its expected that the sugar physical prices in the State of São Paulo (CEPEA), Brazil´s leading production region, have any sort of relation with the international prices of this commodit
Publicado em: 2004
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6. An Evaluation of Black &Scholes Model Application for Pricing of Future Options of Arabic Coffee from BM&F. / Uma Avaliação da Aplicação do Modelo de Black &Scholes para Precificação de Opções de Futuro de Café Arábica da BM&F.
Options in future markets is a theme still with little exploration by the studious, concerned to practical work published, mainly in Brazilian Literature. In this work it has been tried to show the importance of volatility in pricing of options when applied to Black &Scholes Model. A first analysis was taken, a study of derivatives, defined as titles which v
Publicado em: 2003