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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