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3541.
On typical irrational rotation numbers for circle maps with singularities. by
  • Khanin, Konstantin
  • New Trends in One-dimensional Dynamics: celebrating the 70th birthday of Welington de Melo (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

3542.
Orbit forcing theory for surface homeomorphisms and applications. by
  • Le Calvez, Patrice
  • New Trends in One-dimensional Dynamics: celebrating the 70th birthday of Welington de Melo (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

3543.
Uniformly expanding Markov maps of the real line: exactness and infinite mixing. by
  • Lenci, Marco
  • New Trends in One-dimensional Dynamics: celebrating the 70th birthday of Welington de Melo (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

3544.
Recurrent Curvature Lines on Euclidean Surfaces. by
  • Sotomayor, Jorge. (Jorge Manuel)
  • New Trends in One-dimensional Dynamics: celebrating the 70th birthday of Welington de Melo (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

3545.
Quasi-conformal deformations of solenoidal Julia sets and conformal IFS. by
  • Siqueira, Carlos
  • New Trends in One-dimensional Dynamics: celebrating the 70th birthday of Welington de Melo (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

3546.
Volatility derivatives and trading. by
  • Dupire, Bruno
  • Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

3547.
Counterparty Risk, Cost of Funding, Cost of Capital and Central Clearing. by
  • Crépey, Stéphane
  • Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

3548.
Statistics in Finance. by
  • Kolev, Nikolai
  • Cherubini, Umberto
  • Mulinacci, Sabrina
  • Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Cointegrating Jumps and Applications to Financial Markets/
  • No-Arbitrage Choquet Pricing with an Application to the Irrational Exercise Problem/
  • Marking to market credit derivatives on simultaneous credit events/
Online access:
Availability: No items available.

3549.
High Frequency Trading. by
  • Jaimungal, Sebastian
  • Rogers, Chris
  • Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Trading algorithms with learning in latent alpha models/
  • High-frequency data: why are we looking at this?/
Online access:
Availability: No items available.

3550.
Portfolio Management. by
  • Pennanen, Teemu
  • Crépey, Stéphane
  • Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Optimal hedging and valuation of oil derivatives and refineries/
  • XVA Metrics for CCPs/
Online access:
Availability: No items available.

3551.
MCMC design-based non-parametric regression for rare-event. Application to nested-risk computations/ Emmanuel Gobet. by
  • Gobet, Emmanuel
  • Wagalath, Lakshithe
  • Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Risk-based Capital requirements and optimal liquidation in a stress scenario/
Online access:
Availability: No items available.

3552.
Lévy-Vasicek Models and the Long-Bond Return Process/ Lane Hughston. by
  • Hughston, L. P, 1951-
  • Pinto, Alberto Adrego
  • Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Pricing in a Network of Consumers/
Online access:
Availability: No items available.

3553.
A Non-intrusive Stratified Resampler for Regression Monte Carlo with Application to Option Pricing. by
  • Zubelli, Jorge P
  • Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

3554.
Branes on moduli spaces of sheaves. by
  • Jardim, Marcos
  • Conference on “String Geometries and Dualities”: Australia-Brazil meeting (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

3555.
Gerbes on G2 -manifolds. by
  • Oliveira, Gonçalo
  • Conference on “String Geometries and Dualities”: Australia-Brazil meeting (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

3556.
The moduli space of generalized metrics on an exact Courant algebroid. by
  • Rubio, Roberto
  • Conference on “String Geometries and Dualities”: Australia-Brazil meeting (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

3557.
Stable generalized complex structures. by
  • Cavalcanti, Gil R
  • Conference on “String Geometries and Dualities”: Australia-Brazil meeting (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

3558.
Poisson-Lie T-duality and integrable sigma-models. by
  • Klimcik, Ctirad
  • Conference on “String Geometries and Dualities”: Australia-Brazil meeting (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

3559.
Ricci flow, Killing spinors, and T-duality in generalized geometry. by
  • Garcia-Fernandez, Mario
  • Conference on “String Geometries and Dualities”: Australia-Brazil meeting (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • T-duality and the many Levi-Civita connections in generalized geometry
Online access:
Availability: No items available.

3560.
Modular tensor categories and subfactors. by
  • Grossmann, Pinhas
  • Conference on “String Geometries and Dualities”: Australia-Brazil meeting (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

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