The influence of "stop-loss" strategies on the performance of investment funds

Analysis of the Hull-White model for the Brazilian interest rate derivatives mar...

Analysis of credit risk models and their application in the Brazilian financial ...

Evaluation of a composite VGBL plan modality through a branching process and fund...

A pricing methodology for exotic swaps for multivariate derivatives

Portfolio optimization with maximum loss control through stochastic programming

Application of neural networks in operational risk discriminant analysis in labor...

The use of econometric models to predict the price of pulp in the international market:...

Allocation in investment funds using downside risk metrics

The SABR model applied to the Brazilian exchange options market