Concepedia

José Fajardo

JF

14

Publications

290

Citations

11

H-Index

2003

Active since

Affiliations

Fundação Getulio Vargas(Current)

Instituto Brasileiro de Mercado de Capitais

Central Bank of Brazil

Universidade Nova de Lisboa

Universidad de la República de Uruguay

José Fajardo is an author at Fundação Getulio Vargas specializing in business, economic analysis, and finance.

Top concepts

BusinessFinanceEconomicsEconomic AnalysisAsset PricingOption PricingStatisticsFinancial EconomicsMathematical ProgrammingGlobal Finance

Publications per year

2003–2019

14

Publications

14

Symmetry and duality in Lévy markets

José Fajardo, Ernesto Mordecki · Quantitative Finance · 2006 · 51 citations

Close form pricing formulas for Coupon Cancellable CoCos

José Manuel Corcuera, Jan De Spiegeleer, José Fajardo et al. · Journal of Banking & Finance · 2014 · 38 citations

Mathematical Programming, Coupon Cancellable Cocos, Dynamic Pricing +1

Endogenous collateral

Aloísio Araújo, José Fajardo, Mario Rui Páscoa · Journal of Mathematical Economics · 2005 · 35 citations

Eatimating risk aversion, Risk-Neutral and Real-World Densities using Brasilian Real currency options

José Fajardo, José Renato Haas Ornelas, Aquiles Farias · Economia Aplicada · 2012 · 26 citations · Full text

Exchange Rate, Foreign Exchange Option, Asset Pricing +17

Existence of equilibrium in common agency games with adverse selection

Guilherme Carmona, José Fajardo · Games and Economic Behavior · 2008 · 21 citations

Simultaneous Game, Economics, Repeated Game +9

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