Aldo Ferreira da Silva
Ph. D. Pontifícia Universidade Católica do Rio de Janeiro 2008
Dissertation:
Modelagem da distribuição conjunta dos log-retornos de taxas de juros pré-fixadas a partir de medidas de dependência de cauda
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Carlos Tomei
Advisor 2: Beatriz Mendes
No students known.
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