Mathematics Of Finance
Mostrando 1-5 de 5 artigos, teses e dissertações.
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1. Qualidade do gasto público municipal em ensino fundamental no Brasil
Quality of municipal public spending on primary education in Brazil. The focus of this paper was to analyze the relationship between municipal public education spending and students' academic achievement, evaluated according to IDEB (Index of Basic Education Development) of 2005. The following databases were used: School Census 2005, Brazil Exam (mathematics
Brazilian Journal of Political Economy. Publicado em: 2012-03
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2. Política monetária ótima no regime de metas para a inflação
Este trabalho estima as preferências de política monetária do Banco Central do Brasil durante a Presidência de Henrique Meirelles. A metodologia empregada baseia-se na modelagem da política monetária como um problema do regulador linear-quadrático estocástico. Nessa abordagem, as preferências da autoridade monetária podem ser associadas aos pesos q
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 28/02/2011
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3. A STOCHASTIC MODEL FOR THE CASH FLOW OF A RETIREMENT PLAN OF A PERSON / UM MODELO ESTOCÁSTICO PARA O FLUXO DE CAIXA DE UM PLANO DE PREVIDÊNCIA DE UM INDIVÍDUO
The main objective of this work is to propose a sthocastic model and to implement a simulator for the cash flow considering the assets and liabilities of a single person retirement plain.
Publicado em: 2006
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4. CirculaÃÃo de saber nas redes sociais informais em organizaÃÃes privadas : condicionantes e impactos
This MSC dissertation tends to investigate a knowledge circulation into pernonal nets inside private companies. This emphasis is in some individuals and cultural condionants of this phenomenon (Human Selfishness, Power Games, Reward System and InformationÂs Technology) and also in the impact of this demand of knowledge above the organizational sucess. To an
Publicado em: 2006
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5. THE CRAMÉR-LUNDBERG USING MARTINGALES / O TEOREMA DE CRAMÉR-LUNDBERG VIA MARTINGAIS
In the last decades martingale theory tools have been extensively in mathematical finance. More recently, they have also been used in actuarial mathematics. In this thesis we illustrate this methodology in the proof of the classical Lundberg-Crámer theorem for the ruin problem.
Publicado em: 2005