Non-linear inference model for portfolio allocation

Discrete pricing model of interest rate derivatives with jumps due to the decisions...

Implementation of the loss distribution method for operational risk

Credit scoring models: logistic regression and neural networks

Multivariate Statistical Analysis of Brazilian Hedge Funds

Stress testing system for portfolio analysis with principal component analysis a...

Entropic calibration for exchange rate models

Pricing and hedging of barrier options: incorporation of the volatility smile

Dynamic allocation in portfolios exposed to credit risk and market risk

Comparison of methodologies for estimating volatilities for calculating VaR - value-at-risk...