12.26.2016

Two NUPEI students return from US Universities

Glaucia Fernandes and Igor Monteiro, NUPEI doctoral students, finished their Exchange Scholar visit in December at the University of Texas at Austin and at the University of Illinois, respectively, after six months abroad.

06.15.2016

Article Published

We inform with great satisfaction that the work “Mercado de Opções no Brasil é Eficiente? Um Estudo a partir da Estratégia Delta-Gama-Neutra com Opções da Petrobras ” presented by PhD Gustavo Araújo at Academic Finance Seminar of NUPEI, 13 April was published on the Journal “Revista Trabalhos para Discussão do Banco Central do Brasil”, number 441, June 2016 , with thank note to Álvaro Villarino , Claudio Barbedo , Carlos Heitor Campani , Livy Cuzzi Maya , Gláucia Fernandes, Joseph Valentine Vicente Eduardo Araujo and Jorge Zubelli For comments and suggestions .

Below follows the link to the article reading published :
http://www.bcb.gov.br/pec/wps/port/TD441.pdf

06.01.2016

NUPEI Seminar Series – June 08, 2016

Risk-based capital requirements and optimal liquidation in a stress scenario.

Prof. Lakshithe Wagalath

 

Algoritmos de gestão de automated wealth-management

Dr. Flávio Abdenur

 

Wednesday, June 08, 2016   11:00

IAG Business School, Room I-014

 

 

04.06.2016

NUPEI Seminar Series – April 13, 2016

Is the market for option on Petrobras stock efficient? A study based on a Gamma-Delta Neutral strategy

Wednesday, April 13, 2016   11:00 AM
IAG Business School, Room I-014

Prof.: Gustavo Araújo (BACEN).

03.22.2016

Low Carbon Brazil – United Kingdom Week