Mini Curso

Slides da apresentação (Presentation)

Códigos R (arquivo txt) (R Codes txt file)

Papers:

Fisher Black: the mathmatics of uncertainty

The work of Kyosi Itô

A short history of stochastic integration

The pricing of options and corporate liabilities 

Theory of rational option pricing 

A closed-form solution for options with stochastic volatility with applications to bond and currency



Pacotes do R usados (R packages used): fOptions, fImport, quantmod

XV Economics Workshop

 

On 10 and 11 November, the Economy in the Graduate Program - Area: Applied Economics performs the XV Economy Workshop. The event will feature lectures by researchers and teachers of educational institutions such as FGV, Insper, UERJ, FEA São Paulo and FEA-RP.

Free and open to the public, the XV Economics Workshop will be held in the Amphitheatre Prof. Dr. Ivo Torres (Block A) and in room 16 of Block B1. To participate, it is not necessary to perform prior registration.

The XV Economy Workshop has the support of Fundace. More information by phone (16) 3315-3910.

Check the schedule:

Day 10/11/2015 - Tuesday (Room 16 of Block B1)
13h30 - 17h30: Short course - Introduction to Stochastic Calculus and Pricing of Derivatives
Prof. Dr. Fernando Aiube (UERJ)
The course is aimed at undergraduates and graduate with an interest in modern pricing theory assets, with particular emphasis on modeling and commodity pricing.

Day 11/11/2015 - Wednesday (Amphitheatre)
9h30 - 10h: Reception and opening

Lectures - 10h - 12h:
Prof. Dr. Daniel Santos (FEA-RP - Lepes) "Early Interventions: an agenda for Brazil"
Prof. Dr. Luiz Guilherme Scorzafave (FEA-RP - Lepes) - "Perspectives on valuation Brazilian educational policies"

Lectures - 14h30 - 16h30:
Prof. Dr. Pedro Cavalcanti Ferreira (EPGE / FGV) - "Education Policies and Structural Transformation"
Prof. Dr. Marcelo Rodrigues dos Santos (Insper) - "The effects of business friendly Institutions on the allocation of talents and aggregate productivity"

Coffee Break - 16h30 - 17h

Lecture 17h-18h:
Prof. Dr. Naércio Menezes (Insper and FEA) - "Running away from the poor: bolsa familia and entry in school markets"

Scenario panel (18h-19h)
Prof. Dr. Alex Ferreira (FEA-RP) and Prof. Dr. Luciano Nakabashi (FEA-RP)