Caio Ibsen Rodrigues de Almeida

Business & Economics

1. Term Structure 100%
2. Term Structure Models 87%
3. Tail Risk 75%
4. Interest Rate Options 71%
5. Option Prices 66%
6. Arbitrage 65%
7. Macroeconomy 60%
8. Fixed Income 49%
9. Asian Options 48%
10. Stock Returns 44%
11. Risk Premium 42%
12. Stochastic Discount Factor 41%
13. Risk Premia 41%
14. Option Pricing 36%
15. Curvature 36%
16. Interest Rates 36%
17. Affine Term Structure Models 35%
18. Emerging Markets 35%
19. Interest Rate Risk 32%
20. Benchmark 31%
21. Fixed Income Market 31%
22. Incomplete Markets 31%
23. Affine Process 30%
24. No-arbitrage 29%
25. Volatility Risk 28%
26. Investors 27%
27. Hedge Fund Performance 27%
28. Asset Pricing Models 26%
29. Polynomials 26%
30. Stochastic Volatility 26%
31. Yield Curve 25%
32. Financial Econometrics 25%
33. Swaps 25%
34. Pricing Kernel 24%
35. Empirical Likelihood 24%
36. Expectations Hypothesis 24%
37. Maturity 24%
38. Nonlinear Pricing 24%
39. Time-varying Risk 24%
40. Principal Component Analysis 24%
41. Bond Yields 24%
42. Stochastic Differential Equations 23%
43. Estimator 23%
44. Pricing 23%
45. Splines 23%
46. Term Structure of Interest Rates 23%
47. Factors 22%
48. Discrepancy 22%
49. Index Options 22%
50. Hedging 21%
51. Parametric Model 21%
52. Multi-factor 20%
53. Hedge Funds 19%
54. Segmentation 19%
55. Excess Returns 19%
56. Interest Rate Volatility 18%
57. Value at Risk 17%
58. Dynamic Factor 15%
59. Empirical Investigation 15%
60. Risk Management 14%
61. Volatility Risk Premium 13%
62. Risk Factors 13%
63. Empirical Analysis 13%
64. Stochastic Volatility Model 13%
65. Least Squares 12%
66. Predictive Regressions 12%
67. Fourier Transform 12%
68. Derivatives 10%
69. Risk Measures 10%
70. Stylized Facts 10%
71. Cointegration 10%
72. Decomposition 9%
73. Regression Method 9%
74. Disappointment Aversion 9%
75. Empirical Evidence 9%
76. Economics 9%
77. Inverse Problem 9%
78. Implied Volatility Smile 9%
79. Arbitrage Pricing 9%
80. Bond Options 8%
81. Admissibility 8%
82. Time-varying Risk Premium 8%
83. Hedge 8%
84. Market Returns 8%
85. Monetary Policy 8%
86. Higher Order Moments 8%
87. Exotic Options 8%
88. Data Base 8%
89. United States of America 8%
90. Idiosyncratic Shocks 7%
91. Knowledge Model 7%
92. Asymptotic Theory 7%
93. Derivative Pricing 7%
94. Short Rate 7%
95. Computational Methods 7%
96. Latent Factors 7%
97. Random Coefficients 7%
98. Forward Rates 7%