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Browsing by MSc and PhD Mestrado em Matemática Financeira

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Showing results 1 to 20 of 34  next >
Issue DateTitleAuthor(s)TypeAccess Type
5-Jan-2023Análise assintótica de opções no modelo de volatilidade estocástica α-hipergeométricoRodrigues, Frederico da SilvaMaster ThesisOpen Access
11-Dec-2023Análise de sensibilidade: Fatores que influenciam o preço das criptomoedasKarameshinova, Emine AhmedovaMaster ThesisOpen Access
9-Nov-2023Análise econométrica aplicada à complexidade do Rating ESGMarvanejo, Joana Maria CarriçoMaster ThesisOpen Access
25-Oct-2023Avaliação de opções através de métodos de machine learningCoutinho, Raquel LopesMaster ThesisRestricted Access
17-Nov-2023Bank loans and economic uncertaintySteyaert, MichelleMaster ThesisOpen Access
6-Dec-2023Calibração do modelo de Jarrow & Yildirim (2003) para a determinação do preço das obrigações TIPSSousa, Ana Marisa SilvaMaster ThesisOpen Access
27-Nov-2024Calibrating S&P 500 index options under alternative formulations of the Heston (1993) modelSilva, João Frederico FreitasMaster ThesisOpen Access
12-Nov-2024Cálculo dos Gregos em modelos de volatilidade estocástica através do cálculo de Malliavin e simulação de Monte CarloCorreia, Miguel Vieira PachecoMaster ThesisRestricted Access
13-Dec-2024Cryptocurrency and fiat currency analysis: A Bitcoin forecasting study with macroeconomic variablesPereira, Gonçalo Assis da CostaMaster ThesisRestricted Access
25-Nov-2021Do the SPX and VIX co-jump?Salinas Tejerina, Claudio AlbertoMaster ThesisOpen Access
29-Jun-2023EMIR anti-procyclicality margin measures for central counterpartiesCastro, Rita Barley Paes de Sande eMaster ThesisOpen Access
6-Dec-2023Empirical comparison of S&P 500 index options: Black-Scholes-Merton model and Heston modelMarques, Duarte Miguel da Cunha Domingues AmadorMaster ThesisOpen Access
25-Nov-2021Exact Monte Carlo sampling of jump diffusionsFerreira, Luís Simão AlmeidaMaster ThesisOpen Access
4-Nov-2024Fair value of an interest rate Cap for financial risk management in a companySerralva, Sabrina Maria BastosMaster ThesisRestricted Access
28-Nov-2024Finite maturity caps and floors for exchange options on continuous flowsMartins, João de AlmeidaMaster ThesisOpen Access
14-Dec-2022Impact of climate transition commitments on financial performance in a high emissions industryCampina, Pedro Dinis CabritaMaster ThesisOpen Access
11-Dec-2023O impacto da inflação no S&P 500Barroso, Beatriz Alexandra MonteiroMaster ThesisOpen Access
5-Jun-2025Impacto das taxas de juro nos empréstimos bancáriosXarepe, Carlota BravoMaster ThesisRestricted Access
16-Dec-2022O impacto de fatores macroeconómicos no preço do ouroBorralho, Tomás TavaresMaster ThesisOpen Access
6-Dec-2022Machine learning: Challenges and opportunities on credit riskCosta, Patrícia Alexandra GuerreiroMaster ThesisOpen Access
Showing results 1 to 20 of 34  next >