Swaps
Mostrando 13-24 de 48 artigos, teses e dissertações.
-
13. Risco, incerteza e administração financeira - SWAPS de inflação : um case brasileiro
Resumo não disponível
Publicado em: 2010
-
14. OPTIMIZATION OF ELECTRIC POWER SWAP IN BRASIL USING THE OMEGA MEASUREMENT / DECISÃO ÓTIMA EM SWAPS DE ENERGIA ELÉTRICA NO BRASIL UTILIZANDO A MEDIDA OMEGA
que torna complexo o processo de formação do preço da energia, já que o mesmo depende do comportamento das afluências futuras, que é altamente incerto. Em função dessa incerteza, o preço pode apresentar comportamento volátil, se tornando um fator de alto risco para os agentes do setor elétrico. No entanto, é comum que comercializadoras utilizem o
Publicado em: 2010
-
15. Experimental setup for air traffic control cognitive complexity analysis.
In many parts of the world, future air traffic demands are expected to exceed air traffic capabilities and, at times, the system does already become overloaded. In this context, in the United States, the Next Generation Air Transportation System (NGATS) vision arises, which calls for a set of system modifications, with the increase and addition of capabiliti
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 15/12/2009
-
16. Futuros de swap de variância e volatilidade na BM&F - apreçamento e viabilidade de hedge / Variance and volatility swaps future contracts in BM&F pricing and hedge viability
A variance swap can theoretically be priced with na infinite string of vanilla call and put options if we consider that realized variance follows a purely diffusive process with continuous monitoring. In this dissertation, we will address the possible pricing differences that may arise if we consider that realized variance is discretely monitored. It will be
Publicado em: 2009
-
17. Editorial
This paper deals with one of the remaining key problems in financial decision taking: accurate forecasts of the term structure at different time horizons. Specifically: I will forecast the monthly Euro Interest Rate Swap Curve with an utoregressive principal component model for a time horizon of 1 and 12 months. I achieve forecasts that significantly outperf
Publicado em: 2009
-
18. Figurações da realidade na literatura e no cinema brasileiro contemporâneos / Representation of reality in literature and brazilian cinema contemporary
The contemporary literature and the cinema in Brazil present a tangent line which shows the need to develop studies that analyze these swaps. From this relation on, the thesis has searched to discuss matters that explain the approximate between the two languages cinema and literature in the contemporaneity. An issue that permeates as much the cinema field as
Publicado em: 2009
-
19. 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
-
20. An exact approach to Brazilian yield curve estimation via hedge strategy / Estimação da curva de juros brasileira via estratégia de hedge: uma abordagem com precificação exata
O presente trabalho compara o desempenho de dois importantes métodos de interpolação da estrutura a termo da taxa de juros com precificação exata no Brasil: o cubic spline e o flat-forward. Para o primeiro foram utilizadas as variantes por preços unitários e por taxas, enquanto que para o último foram utilizadas as variantes do DI mais próximo e do
Publicado em: 2009
-
21. Efeitos das intervenções na taxa de câmbio: o caso brasileiro de 1999 a 2008
This study emcompasses an analysis of the Brazilian foreign exchange interventions from the year 1999 to 2008 and their effects on the R$/US$ exchange rate. The objective was to verify if the foreign exchange interventions had any significant impact on the exchange rate behavior. The interventions were analyzed with different methods such as an event-study a
Publicado em: 2009
-
22. Experimental setup for air traffic control cognitive complexity analysis.
In many parts of the world, future air traffic demands are expected to exceed air traffic capabilities and, at times, the system does already become overloaded. In this context, in the United States, the Next Generation Air Transportation System (NGATS) vision arises, which calls for a set of system modifications, with the increase and addition of capabiliti
Publicado em: 2009
-
23. Risco soberano e probabilidade de default implícita em swaps de crédito
Este trabalho propõe um modelo de forma reduzida livre de arbitragem para a extração de probabilidades de default a partir de spreads de Swaps de Crédito e aplica-o realizando uma análise da percepção de risco da dívida soberana brasileira confrontando dois momentos com contextos econômicos distintos. É utilizada uma modelagem paramétrica da estru
Publicado em: 17/09/2008
-
24. Inconvertible money, financial derivatives and fictitious capital: the modern logic of forms / Dinheiro inconversível, derivativos financeiros e capital fictício: a moderna lógica das formas
Departing from the logical introduction of the inconvertible money form this dissertation investigates the scientific adequateness of the monetary and financial Marxist theories to the new post-1971 reality. The first part, constituted by the first two chapters, discusses the two main heritages that Marx received - Hegel and the English monetary thought from
Publicado em: 2008