Published: 01/01/2006

Foreign Exchange Rate Futures Trends: Foreign Exchange Risk or Systematic Forecasting Errors?

Daniel Chrity, Márcio G. P. Garcia, Marcelo Cunha Medeiros

pp. 123-140

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DOI: https://doi.org/10.12660/rbfin.v4n2.2006.1158

The Market Reaction to Changes in the Brazilian Stock Exchange Indexes

Jairo Laser Procianoy, Rodrigo S. Verdi

pp. 141-167

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DOI: https://doi.org/10.12660/rbfin.v4n2.2006.1159

Application of Compound Options in the Evaluation of American Puts

José Ferreira Marinho Junior, Mauro Antonio Rincon

pp. 169-179

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DOI: https://doi.org/10.12660/rbfin.v4n2.2006.1160

Dynamic Value at Risk: A Comparative Study Between Heteroscedastic Models and Monte Carlo Simulation

Marcos Roberto Gois de Oliveira, Charles Ulises de Montreuil Carmona, José Lamartine Távora Junior

pp. 181-202

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DOI: https://doi.org/10.12660/rbfin.v4n2.2006.1161

Pricing Volatility Referenced Assets

Alan De Genaro Dario

pp. 203-228

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DOI: https://doi.org/10.12660/rbfin.v4n2.2006.1162