Browsing by Subject "Modelo de Black - Scholes - Merton"

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    • Equações diferenciais estocásticas e as estratégias de hedging no mercado de opções 

      Souza, Matheus de Oliveira (Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 24/06/2022)
      The Stochastic Differential Equation models (SDEs) assume an important role in finances. The major part of these models try to help the investors with the risk management of the financial activities and they use SDEs for ...