Mean Reversion Motion
Mostrando 1-5 de 5 artigos, teses e dissertações.
-
1. MODELAGEM E PREVISÃO DO COMPORTAMENTO DE PREÇOS DA COMMODITY CAFÉ ARÁBICA: UMA ABORDAGEM PELA METODOLOGIA DE SANJIV DAS / MODELING AND FORECASTING THE BEHAVIOUR OF ARABIC COFFEE COMMODITYS PRICES: AN APPROACH BY THE METHODOLOGY OF SANJIV DAS
The agribusiness has great importance for the Brazilian economy, representing a significative share of GDP and total exports of the country. Like other production processes inserted in an environment of uncertainty, the agricultural activity needs instruments that minimize the risk, especially, the risk of price and assist in decision-making process of agent
Publicado em: 2008
-
2. VALUATION OF GTL PROJECT: A REAL OPTION APLICATION WITH MEAN REVERSION MODEL / AVALIAÇÃO ECONÔMICA DO PROJETO GTL: UMA APLICAÇÃO DA TEORIA DE OPÇÕES REAIS COM PROCESSO DE REVERSÃO À MÉDIA
The present work has objective to analyze the investiment of a XTL plant using the Real Options Theory. This methodology is adjusted to evaluate the capacity that this project has to changes its input and/or output, in other words, to elect the option that maximizes payoff, in accordance with each scenario, allowing to evaluate the construction of a plant wi
Publicado em: 2007
-
3. VALUATION OF XTL PLANTS PROJECT INVESTMENT BASED ON REAL OPTIONS THEORY / AVALIAÇÃO DE PROJETOS DE INVESTIMENTO EM PLANTAS XTL UTILIZANDO A TEORIA DE OPÇÕES REAIS
The objective of this dissertation is to value the operational flexibility that a GTL plant can offer at the entrance of the productive process where multiples inputs can be used as row material. Different products also can be produced. The real options theory is considered by the author as the most indicated financial methodology to value theses flexibiliti
Publicado em: 2007
-
4. O efeito do atraso em movimentos reversos do cotovelos : comparação entre sujeitos saudaveis e portadores da doença de Parkinson / The effect of delay on the control of reversal movements of the elbow: comparison between healthy individuals and Parkinson s disease patients
Within this study were investigated the effects of special conditions like aging and the Parkinson s disease on the control ofreversal movements ofthe elbow joint performed with a variable delay between the two components (Ml and M2) ofreversal. Another aim was to verify if the stretch-shortening cycle exerts his potentiating effects on muscular contraction
Publicado em: 2005
-
5. VERIFICAÇÃO DA GERAÇÃO DE VALOR NA ANÁLISE DE VIABILIDADE DO DESENVOLVIMENTO DE UM CAMPO DE PETRÓLEO USANDO-SE O MODELO DE OPÇÕES REAIS COM PREÇOS DO PETRÓLEO SEGUINDO UM PROCESSO ESTOCÁSTICO DE REVERSÃO À MÉDIA / CHECKING THE VALUE ADDITION ON THE VALUATION OF A DEVELOPMENT OIL FIELD USING REAL OPTIONS MODEL WITH OIL PRICES FOLLOWING A MEAN REVERSION PROCESS
Esta dissertação procura estudar os critérios de análise de investimentos baseados na metodologia do Valor Presente Líquido e de Opções Reais seguindo o processo estocástico de Reversão à Média fazendo uso de um caso prático na indústria de petróleo. O estudo de caso é a análise de viabilidade do desenvolvimento de um campo de petróleo onde
Publicado em: 2003