On the propensity to issue contingent convertible (CoCo) bonds von Fajardo, José, Mendes, Layla

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A new factor to explain implied volatility smirk von Fajardo, José

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Barrier style contracts under Lévy processes: An alternative approach von Fajardo, José

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Processo de Meixner: teoria e aplicações no mercado financeiro brasileiro von Barbachan, José Santiago Fajardo, Coutinho, Felipe Gomes Pereira

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Close form pricing formulas for Coupon Cancellable CoCos von Corcuera, José Manuel, De Spiegeleer, Jan, Fajardo, José, Jönsson, Henrik, Schoutens, Wim, Valdivia, Arturo

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Optimal Insider Strategy with Law Penalties von Fajardo, Jose

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Kyle equilibrium under random price pressure von Corcuera, José Manuel, Di Nunno, Giulia, Fajardo, José

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A Goodness-of-Fit Test with Focus on Conditional Value at Risk von José Renato Haas Ornelas, Aquiles Rocha de Farias, José Santiago Fajardo Barbachan

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Derivative pricing using multivariate affine generalized hyperbolic distributions von Fajardo, José, Farias, Aquiles

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Apreçamento de derivativos bidimensionais von Azevedo, Hugo Daniel de Oliveira, Barbachan, José Santiago Fajardo

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Symmetry and Bates’ rule in Ornstein–Uhlenbeck stochastic volatility models von Fajardo, José

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Existence of equilibrium in common agency games with adverse selection von Carmona, Guilherme, Fajardo, José

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Apreçamento de opções de IDI usando o modelo CIR von Barbachan, José Santiago Fajardo, Ornelas, José Renato Haas

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Statistical arbitrage with default and collateral von Fajardo, José, Lacerda, Ana

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Analyzing the use of generalized hyperbolic distributions to value at risk calculations von Barbadian, José Santiago Fajardo, Farias, Aquiles Rocha de, Ornelas, José Renato Haas

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Multivariate affine generalized hyperbolic distributions: An empirical investigation von Fajardo, José, Farias, Aquiles

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Market symmetry in time-changed Brownian models von Fajardo, José, Mordecki, Ernesto

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Behavioral arbitrage with collateral and uncertain deliveries von Fajardo, José

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Estimating risk aversion, Risk-Neutral and Real-World Densities using Brazilian Real currency options von Fajardo, José, Haas Ornelas, José Renato, Aquiles Rocha de Farias

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Pricing and optimality with default spreads von Fajardo, José

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