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Marcos Roberto Gois de Oliveira,Charles Ulises de Montreuil Carmona,José Lamartine Távora Junior
Pág. pp. 181 - 202
The objective of this paper was to analyze the risk management of a portfolio composed by Petrobras PN, Telemar PN and Vale do Rio Doce PNA stocks. It was verified if the modeling of Value-at-Risk (VaR) through the place Monte Carlo simulation with volat...
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