Options Market
Mostrando 1-12 de 94 artigos, teses e dissertações.
-
1. A Real Options Model with Games Applied to the Rio de Janeiro Residential Real Estate Market
Resumo Objetivo: Determinar a estratégia ótima de investimento em equilíbrio de Nash para o mercado imobiliário residencial do Rio de Janeiro, considerando a incerteza na demanda por imóveis e o número de concorrentes ativos no mercado. Metodologia: Foi desenvolvido um modelo de jogos de opções reais. Os parâmetros do modelo foram estimados com fe
Rev. bras. gest. neg.. Publicado em: 2019-01
-
2. Characterization of grid-connected photovoltaic systems in Curitiba, Brazil
ABSTRACT In the search for new options for the establishment of the energy matrix of Brazil, the Grid-Connected Photovoltaic Systems (GCPVS) are configured as an alternative to urban centers, because they allow the power generation at distributed mode, that is, generate energy at the place where it will be consumed and inject the surplus energy into the netw
Braz. arch. biol. technol.. Publicado em: 29/10/2018
-
3. Options, challenges and potentials of poultry meat: an empirical investigation on european consumers
Agricultural market developments have attracted considerable attention recently, due to increasing consumer food prices and sharp short term price fluctuations of agricultural commodity prices. This medium term outlook provides a projection for major EU agricultural commodity markets and agricultural income until the year 2022, based on a set of coherent ass
Rev. Bras. Cienc. Avic.. Publicado em: 2014-12
-
4. Joint optimization of new production, warranty servicing strategy and secondary market supply under consumer returns
In this paper, we consider an OEM selling new products to the market offering (i) a warranty period during which defective units are dealt with at no cost for the customer, and (ii) a full refund to customers who return products that do not meet their expectations (consumer returns). The manufacturer has different options for satisfying the warranty cases as
Pesqui. Oper.. Publicado em: 2013-12
-
5. Avaliação de doze cultivares de laranja doce de maturação precoce na região sudoeste do Estado de São Paulo. / Evaluation of twelve early maturing sweet orange cultivars in the southwestern São Paulo State
The number of sweet orange cultivars used in commercial orchards in Brazil is restricted, although the diversity of genera, species, cultivars and clones of citrus is great. However, the industrial processing is based on four main cultivars, the \ Hamlin\ , as early maturing, the \ Pera\ , as mid-season, and \ Natal\ and \ Valencia\ as late maturing cultivar
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 22/06/2012
-
6. EDF and the Brazilian Power Sector
Electricité de France (EDF) is a leading player in the European energy market by being both the first electricity producer in Europe and the world’s leading nuclear plant operator. EDF is also the first electricity producer and supplier in France. However, Europe, EDF’s core market, is currently underperforming: the European sovereign debt crisis is low
Publicado em: 09/05/2012
-
7. The market strategies alternatives of an e-business start-up in Brazil
The e-business market is one of the fastest growing markets in Brazil, with e-business sales accounting for BRL 14.8 billion in 2010 and a growth of 40% per year (+1000% over the past 7 years). Sales-event clubs and collective bargaining websites are one of the most dynamic segments of the e-business market: the number of new players is increasing rapidly, w
Publicado em: 24/04/2012
-
8. Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options
Building Risk-Neutral Densities (RND) from options data can provide market-implied expectations about the future behavior of a financial variable. And market expectations on financial variables may influence macroeconomic policy decisions. It can be useful also for corporate and financial institutions decision making. This paper uses the Liu et all (2007) ap
Publicado em: 12/04/2012
-
9. UM MODELO PARA A ANÁLISE DA VIABILIDADE DE PROJETOS DE TERCEIRIZAÇÃO DE TECNOLOGIAS DA INFORMAÇÃO NO SETOR PÚBLICO: UM ESTUDO DE CASO
Currently, asset management has been a big concern of business science. However, few studies focused on asset valuation of the business of information technology (IT) in government offices, especially with regard to its replacement by outsourcing process. Therefore, this study aims at developing a mathematical model for analyzing the economic feasibility of
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 15/03/2012
-
10. CONES DE ASSIMETRIA E CURTOSE NO MERCADO BRASILEIRO DE OPÇÕES DE COMPRA DE AÇÕES: UMA ANÁLISE DOS CONES DE VOLATILIDADE PERANTE A VOLATILIDADE IMPLÍCITA CALCULADA PELOS MODELOS DE CORRADO-SU E BLACK-SCHOLES / SKEWNESS AND KURTOSIS CONES ON BRAZILIAN STOCK CALL OPTIONS MARKET: AN ANALYSIS OF VOLATILITY CONES BEYOND IMPLIED VOLATILITY CALCULATED BY CORRADO-SU AND BLACK-SCHOLES MODELS
O presente estudo tem como objetivo mostrar a existência de cones de assimetria e curtose no mercado brasileiro de opções. Além disso, os coeficientes de assimetria e curtose são de suma importância para a aplicação do modelo de Corrado e Su (1996). As volatilidades implícitas calculadas pelo método inverso deste modelo serão sobrepostas aos cones
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 14/03/2012
-
11. O uso de cópulas para gestão de riscos
The large number of publications in finance using currently copulas can be explained by the ability of this technique to deal with statistical evidence of non-normality of the return series of financial assets. The non-normality is evidenced by the "volatility smile" in the series of stock options near expiration, the existence of "heavy tails" in portfolios
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 2012
-
12. Fatores de influência na definição de modalidades de contratação em projetos. / Factors influencing the choice of contract types in projects.
In the current context of competitiveness and rationalization in business, most of the organizations do not have all the necessary resources to develop their projects, requiring the participation of suppliers of materials, equipment, services, systems, solutions or even the whole project. Thanks to this, the choice on contract type for each item or package t
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 19/12/2011