Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/305862
Type: TESE
Title: Calculo do VaR utilizando acoplamentos e teoria de valores extremos
Author: Lucas, Edimilson Costa
Advisor: Hotta, Luiz Koodi, 1952-
Subject: Derivativos (Finanças)
Análise de séries temporais
Language: Português
Editor: [s.n.]
Date Issue: 2003
Appears in Collections:IMECC - Dissertação e Tese

Files in This Item:
File SizeFormat 
Lucas_EdimilsonCosta_M.pdf864.07 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.