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

Proposta de metodologia para aplicação de eficiência energética em uma usina hidrelétrica

Pós-graduação em Engenharia Mecânica - FEG

Abordagem metalômica quantitativa de mercúrio em peixes da região amazônica

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

Impacto da construção de Pequenas Centrais Hidrelétricas (PCHs) sobre a comunidade de macroinvertebrados aquáticos associados a pedrais: um estudo de caso no rio Sapucaí-Mirim (SP)

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Fracionamento de mercúrio em amostras de tecido muscular de peixes coletados na área de influência do AHE Jirau - Bacia do rio Madeira utilizando estratégias metaloproteômicas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A política de responsabilidade social da empresa Furnas - São José da Barra

Pós-graduação em Serviço Social - FCHS

A mercantilização dos bens naturais no setor elétrico: o caso da UHE Barra Grande

Pós-graduação em Geografia - FCT

Off-line TMAH-GC/MS and NMR characterization of humic substances extracted from river sediments of northwestern Sao Paulo under different soil uses

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

Mercury fractionation in dourada (Brachyplatystoma rousseauxii) of the Madeira River in Brazil using metalloproteomic strategies

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

Determination of the mercury fraction linked to protein of muscle and liver tissue of Tucunaré (Cichla spp.) from the Amazon Region of Brazil

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

Thermodynamic, Economic and Emissions Analysis of a Micro Gas Turbine Cogeneration System operating on Biofuels

Pós-graduação em Engenharia Mecânica - FEG

Modelagem matemática para otimização de um potencial hidráulico utilizando turbinas Francis e Kaplan

Pós-graduação em Engenharia Mecânica - FEG

Viabilidade econômica da venda de energia elétrica em cogeração sob condições de risco: um estudo de caso

The availability of the electrical energy, in sufficient quantities and in competitive prices is a crucial factor to the economic development. The trade-in of the excess electrical energy produced in a system of cogeneration can be seen as an alternative to the creation of an additional source of revenues for ethanol power plants sector, besides contributing to the complementation of the Brazilian electrical headquarter with renewable sources. The objective of this study was to evaluate the economic feasibility of the implementation of a cogeneration electrical central using the excess of sugar cane bagasse and selling the excess of electrical energy with prices of the market. An ethanol power plant located in the state of Sao Paulo was used to this study. It was used the case study methodology, evaluating the potential of the investment under the viewpoint of the Net Present Value (NPV), Payback and Internal Rate of Return (IRR), and complementing the results of the Accounting Results (AC). It was created three alternative scenarios to reflect the level of the risk of every studied situation: the most likely, an optimistic and a pessimistic, each one with its assumptions. The Monte Carlo Simulations was used to insert the elements of risk to each scenario. The results showed that the project is feasible in all NPV scenarios. And the Payback and IRR analysis confirmed these evidences. The valuation with the AR showed that the project is most risky at the pessimistic scenario, but is feasibly in the most likely and the optimistic scenarios. It was concluded that the project is economic viable. However, the economic viability shown in the results is based on the maintenance of the future prices on the levels of the historical prices used in the analysis.

Análise termoeconômica e eficiência ecológica de uma termoelétrica com absorção química de CO2

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Life History Aspects of Oxyrhopus trigeminus (Serpentes: Dipsadidae) from Two Sites in Southeastern Brazil

We studied the reproduction, sexual dimorphism, and diet of Oxyrhopus trigeminus from two sites in southeastern Brazil. Oxyrhopus trigeminus from Irape Power Plant (IPP) contained vitellogenic follicles and eggs in both rainy and dry seasons and clutch size was not correlated with female snout vent length (SVL). Sexual dimorphism was evident. Females attain larger SVL but males have longer tails. We found three females from Santa Clara Power Plant (SPP) with vitellogenic follicles, all of them collected in the dry season. Mean SVLs of adult females from IPP and SPP were 717.7 mm and 786 mm, respectively. Mean SVL of adult males from IPP was 553.4 mm and the single adult male from SPP was 507 mm. The diet of O. trigeminus from IPP included rodents (46.7%), lizards (33.3%), and birds (20%). The volume of individual prey items was not correlated with snake SVL. The diet of O. trigeminus from SPP included rodents (37.5%), lizards (37.5%), birds (12.5%), and marsupials (12.5%). It seemed that an ontogenetic shift may occur in individuals of this snake species from IPP.