OPTION PRICING USING THE IMPLIED TRINOMIAL TREES MODEL: APPLIED TO THE BRAZILLIAN STOCK MARKET

OPTION PRICING USING THE IMPLIED TRINOMIAL TREES MODEL: APPLIED TO THE BRAZILLIAN STOCK MARKET

PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO === Esta dissertação visa analisar como o modelo de apreçamento de opções, utilizando o conceito de árvore trinomial implícita, pode ser aplicado no mercado acionário brasileiro, com resultados mais consistentes, se comparado ao modelo de Black-Scho...

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Bibliographic Details
Main Author:	PAULO ROBERTO LIMA DIAS FILHO
Other Authors:	ANTONIO CARLOS FIGUEIREDO PINTO
Language:	Portuguese
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 2012
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20294@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=20294@2

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