Research

Gestão de Investimentos

Matemática Financeira Moderna

Derivativos e Renda Fixa: Teoria e Aplicações ao Mercado Financeiro Brasileiro

Econometria de Séries Temporais

Short-selling, the supply side: Are lenders price makers?

On the optimality of the deposit insurance premium

Does Private Means Better? A Water and Sanitation Quasi-Experimental Design

No-arbitrage matrices of exchange rates: Some characterizations

A maximal inequality for local empirical processes under weakly dependent data

Advantage for Sale: Endogenous Asymmetry in Sequential Auctions

Approximate Bayesian Computation for structural models

Comparative Advantages and Technology Levels