Derivatives Price
Mostrando 13-24 de 27 artigos, teses e dissertações.
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13. TRÊS ENSAIOS SOBRE A METODOLOGIA DE APREÇAMENTO DE ATIVOS UTILIZANDO OPÇÕES REAIS / THREE ESSAYS ON ASSET PRICING APPLYING REAL OPTIONS METHODOLOGY
The dissertation presents three economic essays examining situations where the real options approach can be useful in the definition of regulatory policies, investment strategies and pricing of sovereign risk. The first essay considers the new regulation oriented to interconnection costs of telecommunications networks and proposes adjustments in calculating
Publicado em: 2006
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14. A Utilização de Instrumentos Derivativos Financeiros por Empresas Brasileiras / The Use of Derivative Products by Brazilian Corporations
This qualitative research aims to assess how non-financial Brazilian companies use derivatives contracts. Non-financial companies are defined as those which main activity is not financial intermediation. This research is based on a study, which has being conducting periodically by Wharton School, and incorporates some modifications in order to better fit the
Publicado em: 24/11/2005
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15. Avaliação de métodos numéricos para precificação de derivativos: aplicação ao mercado brasileiro / Numerical evaluation methods for pricing of derivatives : application to the brazilian market
The goal of this work is twofold: (i) to review numerical methods to price derivatives; (ii) to compare numerical methods assuming that market prices are reflected in the Black and Scholes formula. We apply these models to price call option on Telebrás shares. Accuracy and computational costs were used to compare the following methods: binomial, Monte Carlo
Publicado em: 24/11/2005
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16. PLANEJADORES PARA TRANSPORTE EM POLIDUTOS / PIPELINE TRANSPORTATION PLANNERS
Pipelines have an important role in oil and its derivatives transportation, since they are the most effective way to transport high volumes through long distances. The motivation for this work is that a non negligible part of the final price for those products are due to transportation costs. Few authors have addressed this problem, with most of the previous
Publicado em: 2005
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17. Desenvolvimento de processo para a obtenção de Cloreto de Berílio a partir do Berilo Mineral
Process development to recoverf beryllium chloride from beryl Metal beryllium has special properties and it is considered to be a strategic material due to its applications in military and aerospace field. This metal can be extracted from the minerals beryl and bertrandite. In Brazil, the beryl is the unique beryllium source and contains about 11% of the ele
Publicado em: 2004
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18. An Evaluation of Black &Scholes Model Application for Pricing of Future Options of Arabic Coffee from BM&F. / Uma Avaliação da Aplicação do Modelo de Black &Scholes para Precificação de Opções de Futuro de Café Arábica da BM&F.
Options in future markets is a theme still with little exploration by the studious, concerned to practical work published, mainly in Brazilian Literature. In this work it has been tried to show the importance of volatility in pricing of options when applied to Black &Scholes Model. A first analysis was taken, a study of derivatives, defined as titles which v
Publicado em: 2003
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19. Determinação entrópica do preço racional da opção européia simples ordinária sobre ação e bond: uma aplicação da teoria da informação em finanças em condição de incerteza / Entropic approach to rational pricing of the simple ordinary option of european-type over stock and bond: an application of information theory in finance under uncertainty
This thesis integrates Finance and Information Theory in order to create an alternative environment to the calculation of the rational price of the simple ordinary European option over stocks and bonds. One of the features of this new environment is to allow us to continue using the Newtonian calculus instead of the stochastic one. It creates a precise and c
Publicado em: 1999
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20. Uma abordagem sobre os derivativos no mercado de metais
The purpose of this dissertation is to analyse the use of derivative mechanism in the metal market. The mineral industry is trying to attenuate the price s fluctuation (instability) in its commodities using these financial instruments that provide the participants of this market with a financial profit in its operations. The dissertation intends to achieve a
Publicado em: 1997
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21. Rifampicin-resistant bacteriophage PBS2 infection and RNA polymerase in Bacillus subtilis
Bacteriophage PBS2 replication is unaffected by rifampicin and other rifamycin derivatives, which are potent inhibitors of Bacillus subtilis RNA synthesis. Extracts of gently-lysed infected cells contain a DNA-dependent RNA polymerase activity which is specific for uracil-containing PBS2 DNA. The PBS2-induced RNA polymerase is insensitive to rifamycin deriva
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22. Semisynthetic Coumermycins: Structure-Activity Relationships
The relative antimicrobial activity of a large series of semisynthetic coumermycins has been determined. Most of the derivatives, which were 3-substituted-4-hydroxy-8-methyl-7-[3-O-(5-methyl-2-pyrrolylcarbonyl) noviosyloxy] coumarins, had an in vitro antibacterial spectrum similar to that of the parent compound, coumermycin A1, but were generally less potent
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23. DNA-Directed Expression of Functional Flock House Virus RNA1 Derivatives in Saccharomyces cerevisiae, Heterologous Gene Expression, and Selective Effects on Subgenomic mRNA Synthesis
Flock house virus (FHV), a positive-strand RNA animal virus, is the only higher eukaryotic virus shown to undergo complete replication in yeast, culminating in production of infectious virions. To facilitate studies of viral and host functions in FHV replication in Saccharomyces cerevisiae, yeast DNA plasmids were constructed to inducibly express wild-type F
American Society for Microbiology.
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24. Transcription of Bacillus subtilis subtilisin and expression of subtilisin in sporulation mutants.
The start point for transcription of the subtilisin (aprE) gene was determined by primer extension analysis and was found to be at a point significantly different from that identified in a previously published report (S. L. Wong, C. W. Price, D. S. Goldfarb, and R. H. Doi, Proc. Natl. Acad. Sci. USA 81:1184-1188, 1984). An aprE-lacZ fusion was used to analyz