Bruno Eduardo da Silva

Title: “Pricing American Options via the Monte Carlo Method”
Date of defense: 21 / December
Supervisor: Jorge Passamani Zubelli
Co-supervisor: Max Oliveira Souza

Leon Serfaty Kacowicz

Title: “Calibration of the Gibson-Schwartz Model for commodity data in Brazil”
Date of defense: 19 / December
Supervisor: Alan de Genaro Dario
Co-supervisor: Jorge Passamani Zubelli

Gustavo Rodriguez Peçanha

Title: “Turbulence and Coupling as Risk Meters”
Date of defense: 18 / December
Supervisor: Jorge Passamani Zubelli