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Marco Avellaneda

Professor of Mathematics

    1985 …2019
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    Fingerprint Weighted list of dominant concepts in the researcher's publications (titles and abstracts).

    diffusivity Physics & Astronomy
    polycrystals Physics & Astronomy
    Homogenization Mathematics
    Porous materials Engineering & Materials Science
    Stieltjes integral Physics & Astronomy
    Composite materials Engineering & Materials Science
    advection Physics & Astronomy
    Diffusivity Mathematics

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    Research Output 1985 2019

    Preface

    Avellaneda, M., Dupire, B. & Zubelli, J. P., Feb 1 2019, In : International Journal of Theoretical and Applied Finance. 22, 1, 1902001.

    Research output: Contribution to journalEditorial

    Preface: Special Issue on the IMPA Research in Options Meetings, Rio de Janeiro 2006-2017, Part 2

    Avellaneda, M., Dupire, B. & Zubelli, J. P., Sep 1 2018, In : International Journal of Theoretical and Applied Finance. 21, 6, 1802003.

    Research output: Contribution to journalEditorial

    Preface

    Avellaneda, M., Dupire, B. & Zubelli, J. P., May 1 2018, In : International Journal of Theoretical and Applied Finance. 21, 3, 1802002.

    Research output: Contribution to journalEditorial

    Pricing Interest Rate Derivatives under Monetary Changes

    De Genaro, A. & Avellaneda, M., Jan 1 2018, (Accepted/In press) In : International Journal of Theoretical and Applied Finance.

    Research output: Contribution to journalArticle

    Interest rate derivatives
    Central bank
    Pricing
    Jump
    Brazil
    Volatility index
    Maturity
    Factors
    Term structure
    Mean-reverting