As distintas interpretações acerca do projeto de industrialização do Governo Vargas (1951-54) e suas influências no Governo Juscelino Kubitschek (1956-61)

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Modelagem estocástica de opções de câmbio no Brasil: aplicação de transformada rápida de Fourier e expansão assintótica ao modelo de Heston

Pós-graduação em Física - IFT

Verificação e análise dos fatos estilizados no mercado de ações brasileiro

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Taxa de câmbio e estratégia de crescimento econômico de longo prazo da China

Pós-graduação em Economia - FCLAR

As exportações de carne bovina do Brasil e a taxa de câmbio

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estrutura e propriedades de filmes finos ferroelétricos do sistema PZT

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

O dualismo partidário no período de 1966 a 1982 e sua representação local

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Desenvolvimento de biodiesel microemulsionado com reaproveitamento de resíduos de óleos vegetais

Pós-graduação em Engenharia Mecânica - FEG

Crises cambiais e fragilidade financeira externa: uma interpretação minskyana aplicada à economia brasileira entre 1999 e 2013

Pós-graduação em Economia - FCLAR

O regime de metas de inflação no Brasil: um exame teórico e empírico de seu funcionamento

The Inflation targeting regime is a concept of monetary policy which was adopted by several countries in the 90’s; Brazil being among these countries, having adopted it in 1999 after a currency crisis. With it theoretical structure regulated by the New – Classical theory and having as its main characteristic the prior announcement of a numerical target for the inflation, this regime was adopted by countries attempting to achieve a prices stability. The present project is going to explain the theoretical basis of the regime, as well as its implementation process in Brazil and the criticism it received. However, the main focus will be on the discussion of the employment of the IPCA (Consumer Price Index) as a measuring index for Brazil’s inflation

Modelagem matemática aplicada a precificação de opções

The mathematical models are critical to determine theoretical prices of options and analyze whether they are overrated or underrated. This information strongly influence in operations carried out by the investor. Therefore, it is necessary that the employee model present high degree of reliability and be consistent with the reality of investment to which it is intended. In this sense, this dissertation aims to apply the steps of mathematical modeling in the Pricing of options for decision making in the investment of a hydroelectric power plant. Was used a Monte Carlo simulation, with the Latin Hypercube Method, to determine the volatility of returns of the project. In order to validate the proposed model, compared to the results found by the Binomial Model, which is one of the models most used in this type of investment. The results reinforce the hypothesis that the mathematical modeling with the Binomial Model is critical to investment decision-making in hydroelectric power

Análise de risco em carteiras

The work consists of analyzing the risk management of investments by applying statistical concepts, economic and mathematical models considering the assets on the market on renowned financial institution. The assessment of these risks becomes increasingly interesting in view of minimizing your losses thus maximizing your chances of gains in both markets boom as extreme uncertainty, even with the sudden changes of scenery. Introducing concepts of investment funds, as well as the classification of the types of funds as funds management and equity, its guidelines, the concept of market investment funds. The types of assets comprising the investment funds, their taxation rules beyond the incidents that market widely used by investors and skilled people, both physical and legal, who keep their resources in this modality. With the historical data collected yields of investment funds of the Bank of Brazil, is an accomplished inflation adjustment and calculated the mean and variance for the verification of the model of Markowitz efficient frontier, a method used as investment analysis. This scan is used Matlab to obtain the set (or border) efficient portfolios. Once verified such data, there will be a critique of the Markowitz model as a quadratic programming and more coherent risk measures currently studied as VaR and CVaR minimizing the expected error, approaching our studies of current research. It is found that such studies have much to be explored, since there are many discussions about how effectively measure risk investments such as its characteristic and behavior, using a time series and volatility

O regime de metas de inflação: fundamentação teórica e abordagem empírica para o Brasil

Pós-graduação em Economia - FCLAR

A taxa de câmbio do Brasil é válida no longo prazo?

The objective of this study was to test the validity of the real exchange rate in the long run. For that five tests were performed based on equation, which relates to real exchange rate, international trade, domestic income. The main difference is that the tests when we are working with quarterly data, the parameters are significantly different from zero – i.e., the variables real exchange rate, international trade, domestic income and net exports on long term relationship – and, moreover, the signs are as expected. This implies that it is possible to increase exports with currency devaluation. Thus, based on data and tests that work we conclude that the exchange rate is an important instrument of trade policy, given that devaluations are valid even in the long term.

O regime de metas de inflação no Brasil: uma análise empírica do IPCA

Inflation targeting regime is a monetary policy adopted by several countries in the 1990s, Brazil being among them, which adopted it in 1999 after a currency crisis. With a theoretical framework inspired by the new-classical theory, this regime is adopted by countries attempting to achieve price stability and it brings the prior announcement of a numerical target for inflation as a key feature. The present work aims at discussing the use of IPCA (Consumer Price Index) as a measuring index for Brazil's inflation after briefly explain the theoretical basis of the IT regime.