Modelo De Precificaaao De Opaao
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1. Modelo exponencial para opÃÃes: aplicaÃÃes ao Ãndice Ibovespa
In this thesis we perform an empirical analysis of the Brazilian stock and options markets. In the first part of our study we carry out a statistical analysis of the Ibovespa stock index of the SÃo Paulo Stock Exchange. It is shown that the daily returns of Ibovespa follow not a Gaussian distribution but rather an exponential law, in addition, this exponent
Publicado em: 2007