• Análise estatística do modelo de Nelson e Siegel 

      Brocco, Marcelo Bertini (Universidade Federal de São Carlos, UFSCar, Programa de Pós-graduação em Estatística, , 21/03/2013)
      The present paper studies the yield curve, an important tool for financial decisions, due to its fundamental role in the implementation and evaluation of monetary policies by the central banks. It also shows market ...
    • Programação linear aplicada a estatística 

      Jesus, Alan Henrique de; http://lattes.cnpq.br/5769300952574842 (Universidade Federal de São Carlos, UFSCar, Programa de Pós-graduação em Estatística UFSCar/USP, Câmpus São Carlos, 27/11/2017)
      Determine probabilities for events where we have few information or intervals for probabilities is not so simple. For this we will develop concepts of linear programming, which allows us to solve, in a certain way, the ...
    • Dois ensaios sobre precificação de ativos 

      Marconi, Tamyris; http://lattes.cnpq.br/1329040435179017 (Universidade Federal de São Carlos, UFSCar, Programa de Pós-graduação em Estatística UFSCar/USP, Câmpus São Carlos, 15/04/2016)
      Find fair (according to some criterion) prices for assets in financial markets is one of the most important pillars of Finance Theory. To accomplish this, the Asset Pricing Theory has a mathematical formulation, based ...