Options Market Investments
Mostrando 1-10 de 10 artigos, teses e dissertações.
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1. 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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2. 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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3. Aplicação da análise gráfica no mercado de opções / Technical analysis application in the options market
A versatilidade do mercado de opções o torna atrativo para diversos perfis de investidores. Especuladores e hedgers dispõem de uma grande variedade de estratégias e conseguem modelar uma relação risco-retorno apropriada para o seu perfil de investimento. Operar nesse mercado, no entanto, exige do investidor muito cuidado em suas análises, já que uma
Publicado em: 2009
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4. AVALIAÇÃO DE INVESTIMENTOS SOB INCERTEZA: UM ENFOQUE CRÍTICO / INVESTMENT ANALYSIS UNDER UNCERTAINTY: AN ANALYTICAL APPROACH
The valuation of investment opportunities is undoubtedly a topic of great interest as it is the manner by which firms guide their investment decisions and assess whether this or that project creates or not value. The valuation theory of productive investments starts its way on the Net Present Value Rule (NPV) and branches along its literature, pursuing alway
Publicado em: 2009
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5. TEORIA DE OPÇÕES REAIS EM TEMPO DISCRETO: UMA APLICAÇÃO NO SEGMENTO DE SHOPPING CENTERS / REAL OPTIONS THEORY IN DISCRETE TIME: AN APPLICATION TO SHOPPING CENTERS
The retail market in Brazil is undergoing significant increase in the number of the Shopping Malls since the first mall was inaugurated in the 60¿s. Currently this type of business already accounts for about 18% of the total retail sales. Building a Shopping Center involves major capital investments and require careful and accurate valuation analysis. Tradi
Publicado em: 2009
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6. Avaliação de empresas em condição de incerteza
In this work, one presents different enterprise valuation models and approaches, like the discounted free cash flow, the EVA model and all the way up to more recent option pricing theory of applied equity capital valuation. This last theory (options pricing theory) is believed to be the best theory that better qualifies the value of an enterprise. It is base
Publicado em: 2008
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7. ECONOMIC FEASIBILITIES IN THE REAL ESTATE INVESTMENT MARKET: RISK MANAGEMENT AND REAL OPTIONS / VIABILIDADE ECONÔMICA EM INVESTIMENTOS NO MERCADO IMOBILIÁRIO: GERENCIAMENTO DE RISCO E OPÇÕES REAIS
Real Estate investments are characterized by high capital outflows, low liquidity and short payback together with economic uncertainties related to demand, price/m2 and sales speed that increase the risk perceived by investors. It is often the case when the property developer and the land owner sign an agreement where the former obtain the exclusive property
Publicado em: 2005
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8. Uma proposta de uso da teoria da preferencia e das opções reais em projetos de exploração e produção de petroleo
The legal framework in Brazil has changed afier the 90 s towards an economic environrnent ofmore competition among oil companies in the E&P business. In this new scenario, the investment decisions must be guided, considering four important features: a) investments are, at least in part, irreversible; b) uncertainty over the future cash flow of projects; c) i
Publicado em: 2004
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9. IDENTIFICAÇÃO DE MOMENTOS DE COMPRA E VENDA, À VISTA, DE AÇÕES: UM PROCEDIMENTO ALTERNATIVO INSPIRADO EM GRÁFICOS DE CONTROLE DE PROCESSOS / IDENTIFICATION OF STOCK BUYING AND SELLING MOMENTS IN CASH: AN ALTERNATIVE PROCEDURE INSPIRED BY PROCESS CONTROL CHARTS
This dissertation presents an alternative tool for selecting buying and selling moments for stocks by investors who demonstrate a level of risk-aversion. This procedure, inspired by statistical process control chart, adopts the exceedance of certain limits by data as indicative signals of favourable moments for buying and selling. The monitored data are the
Publicado em: 2004
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10. Desenvolvimento de um método para avaliação qualitativa e quantitativa de fundos de investimento. / Proposal of a method to evaluate investmente funds in a qualitative and quantitative form.
Investing money has becoming a task that demands always more attention by investors. Investment alternatives has been growing, offering investors many options in terms of risk, return and liquidity. One of these alternatives is mutual fund, an industry whose assets have been growing a lot during the last years. Nowadays, there are more than R$ 200 billions i
Publicado em: 2000