Browsing by Author Pascoal, Rui Armando Pardal Silva

Results 1 to 4 of 4
Issue DateTitleAuthor(s)TypeAccess
30-Mar-2022Analysis of investor expectations using entropy optimization methodsFernandes, Ana Sofia PedrosamasterThesisopenAccess
22-Mar-2024Credit risk modelling under the Jarrow and Turnbull modelSilva, Mathilde Clibouw DamasterThesisopenAccess
1-Mar-2024MODELLING STYLIZED FACTS OF VOLATILITY USING MARKOV SWITCHING MULTIFRACTALFerreira, José Maria MarquesmasterThesisopenAccess
21-Mar-2024Pair Trading: Strategies and PerformanceFernandes, Inês PinãomasterThesisopenAccess