Mastery in Colonial and Post-Colonial Brazil: José Maurício Nunes Garcia's (1767-1830) Use of Trombone in His "Missa De Santa Cecília" (1826) [PDF]
Padre José Maurício Nunes Garcia (1767-1830) was perhaps the most prolific, revered, and successful composer in 18th and 19th century colonial and postcolonial Brazil.
Davis, Zachariah Tyler
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Editorial – Revista Ambiente Contábil – Volume 16 – Número 1 – Ano 2024 (Jan./Jun. 2024)
Editorial – Revista Ambiente Contábil – Volume 16 – Número 1 – Ano 2024 (Jan./Jun. 2024) A Revista Ambiente Contábil (Ambiente) apresenta na sua 31ª edição 21 (vinte e um) artigos que tratam de assuntos relevantes para a área contábil; 01 (uma ...
Prof. Dr. Maurício Corrêa da Silva
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Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil [PDF]
This paper employs a recently developed parametric technique to obtain density forecasts for the Brazilian exchange rate, using the exchange rate options market.
Benjamin M. Tabak +2 more
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Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling [PDF]
Monte Carlo simulation is implemented in some of the main models for estimating portfolio credit risk, such as CreditMetrics, developed by Gupton, Finger and Bhatia (1997). As in any Monte Carlo application, credit risk simulation according to this model
Eduardo Saliby +1 more
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Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy [PDF]
This paper presents empirical evidence suggesting that the degree of long-range dependence in interest rates depends on the conduct of monetary policy. We study the term structure of interest rates for the US and find evidence that global Hurst exponents
Benjamin M. Tabak +1 more
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João dos Reis Pereira, um virtuose
João dos Reis Pereira, born in São João del-Rei on January 6, 1782, was the most successful Brazilian singer during the period the Portuguese Court was in Brazil. Member of the Royal Chapel for over three decades, among the basses that sang there, he vas
Alberto José Vieira Pacheco +1 more
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Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling [PDF]
As in any Monte Carlo application, simulation option valuation produces imprecise estimates. In such an application, Descriptive Sampling (DS) has proven to be a powerful Variance Reduction Technique.
Eduardo Saliby +2 more
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A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks [PDF]
This article presents an empirical application illustrating the use of a nonparametric frontier model relying on a probabilistic definition of the production frontier.
Geraldo da Silva e Souza +1 more
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