Financial Options
Mostrando 1-12 de 53 artigos, teses e dissertações.
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1. Análise de opções reais aplicada na diversificação da produção rural no estado do Paraná
Resumo O presente artigo tem o objetivo de analisar a contribuição do uso da Teoria das Opções Reais (TOR) na análise de investimentos da diversificação da produção rural no estado do Paraná. É uma pesquisa exploratória, com procedimento técnico documental, de caráter quantitativo, utilizando fontes primárias e secundárias, em corte transvers
Rev. Econ. Sociol. Rural. Publicado em: 15/07/2019
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2. O que é o neoliberalismo? A renovação do debate nas ciências sociais
Resumo O conceito de neoliberalismo foi retomado pelas ciências sociais desde os anos de 2000, com a reabertura do debate internacional que busca dar definições mais precisas em sua vertente crítica. São analisados os principais argumentos contrários à utilização do conceito e defende-se seu uso devido à sua importância estratégica. As definiçõ
Soc. estado.. Publicado em: 06/05/2019
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3. UNCERTAINTY, FLEXIBILITY AND OPERATIONAL PERFORMANCE OF COMPANIES: MODELLING FROM THE PERSPECTIVE OF MANAGERS
ABSTRACT Purpose: The purpose of this study is to propose a model to estimate how uncertainty, flexibility, and operational performance are related. The assumption is that competition in the current business environment has been broadening consumers’ options. These options have brought uncertainty to companies regarding the adoption of operational strateg
RAM, Rev. Adm. Mackenzie. Publicado em: 2017-08
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4. Opciones reales en la determinación de la óptima edad de cosecha para dos manejos
It was studied Real Options approach as a financial-economic tool for strategic decision-making in the determination of optimal harvesting age in two kinds of forestry exploitation, a high-value one and a pulp-producing unit. It is assumed that the projection of selling prices of the byproducts follows a Brownian geometric stochastic process, while productio
CERNE. Publicado em: 2014-03
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5. REAL OPTIONS IN PROJECT FINANCE: AN OIL INDUSTRY APPLICATION / OPÇÕES REAIS EM PROJECT FINANCE: UMA APLICAÇÃO NA INDÚSTRIA PETROLÍFERA
The Project Finance structures are increasingly being used to finance investment projects, especially for infrastructural projects. Therefore, a complex legal structure is used to ensure an appropriate allocation of risks to the project stakeholders. This project risk management is very important to ensure the financial viability and success of a structured
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 13/06/2012
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6. 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
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7. 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
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8. 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
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9. Doenças respiratórias e fatores associados: Inquérito de Saúde no Município de São Paulo ISA-CAPITAL 2008 / Respiratory diseases and risk factors: Health survey in São Paulo ISA-CAPITAL 2008
Introduction - Respiratory diseases - asthma, chronic obstructive pulmonary disease (COPD), allergic rhinitis, sinusitis and acute bronchitis - are among the leading causes of morbidity, mortality and financial burden for the population and the health system in Brazil and worldwide. Objective - To assess the prevalence of and the risk factors for respiratory
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 26/08/2011
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10. Precificação de opções financeiras: um estudo sobre os modelos de Black Scholes e Garch
This study analyzes the theoretical and empirical properties of three models for pricing options on financial stocks: Black Scholes (1973), ad-hoc Black Scholes (Dumas, Fleming and Whaley, 1998), and the asymmetric GARCH model proposed by Heston and Nandi (2000), or HN-GARCH. The models are tested in calls options on shares of Petrobras. It is shown that the
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 20/05/2011
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11. GENETIC-NEURAL MODEL FOR PORTFOLIO OPTIMIZATION WITH FINANCIAL OPTIONS IN THE BRAZILIAN MARKET / MODELO GENÉTICO-NEURAL PARA OTIMIZAÇÃO DE CARTEIRAS COM OPÇÕES FINANCEIRAS NO MERCADO BRASILEIRO
This dissertation develops an intelligent, quantitative and probabilistic model to determine an optimal composition of a portfolio consisting of a financial asset and options over this asset. Initially we studied the characteristics of the historical distribution of returns and volatility of the most liquid stocks from the BOVESPA Stock Exchange, from Januar
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 08/02/2011
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12. Gerenciamento de resíduos sólidos nas pequenas e médias empresas de Itabirito/MG
The solid waste management is a set of operational, financial and planning normative actions which have as objective to define segregation, gathering, package, storage, transport, minimization, reuse, recycling, treatment and final disposal of the materials discarded by industries. However, in most cases, industries consider the management of these materials
Publicado em: 2010