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Corporate Finance Digital: o High Frequency Trading serve de amplificador do risco sistémico durante eventos catastróficos globais, tais como a pandemia de covid-19? (Digital Corporate Finance: Does High Frequency Trading Act as An Amplifier of Systemic Risk during Global Catastrophic Events Such as the COVID-19 Pandemic?)

, 2022
Coelho DP.
europepmc   +1 more source

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Divisas del emperador Maximiliano I de Austria

Janus: Estudios Sobre El Siglo De Oro, 2021
Sagrario Lopez Poza
exaly  

Debt-for-climate swaps: Killing two birds with one stone?

Global Environmental Change, 2021
Danny Cassimon, Martin Prowse, Dennis Essers   +2 more
exaly  

Credit Default Swaps and Debt Overhang

Management Science, 2022
Tak-Yuen Wong, Jin Yu
exaly  

Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models

Applied Mathematical Finance, 2015
Yue Kuen Kwok, Wendong Zheng
exaly  

Smart-Swaps — A decision support system for multicriteria decision analysis with the even swaps method

Decision Support Systems, 2007
Raimo Hämäläinen, Jyri Mustajoki
exaly  

Analytically pricing volatility swaps under stochastic volatility

Journal of Computational and Applied Mathematics, 2015
Song-Ping Zhu, Guang-Hua Lian
exaly  

CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED GENERALIZED VARIANCE SWAPS

Mathematical Finance, 2014
Yue Kuen Kwok
exaly  

An empirical analysis of credit default swaps

International Review of Financial Analysis, 2002
Frank Skinner
exaly  

A Preference Programming Approach to Make the Even Swaps Method Even Easier

Decision Analysis, 2005
Raimo Hämäläinen, Jyri Mustajoki
exaly