Browsing Teses e dissertações by Author "bfa56799-5b56-415e-8b5a-589f49af2c84"
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Essays on bivariate option pricing via copula and heteroscedasticity models: a classical and bayesian approach
Lopes, Lucas Pereira (Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 15/02/2019)This dissertation is composed of two main and independents essays, but complementary. In the first one, we discuss the option price under a bayesian perspective. This essay aims to price and analyze the fair price behavior ...