João Beleza Teixeira Seixas e Sousa


AuthID: R-001-HQ2

Confirmed Publications: 4



1
TITLE: Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk
AUTHORS: Beleza Sousa, JB ; Manuel L Esquivel ; Raquel M Gaspar ;
PUBLISHED: 2020, SOURCE: JOURNAL OF STATISTICAL THEORY AND PRACTICE, VOLUME: 14, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 2
IN MY: ORCID
2
TITLE: Default propensity implicit in pulled to par V@R for bonds  Full Text
AUTHORS: Manuel L Esquivel ; Raquel M Gaspar ; Joao B Sousa ;
PUBLISHED: 2017, SOURCE: Discussiones Mathematicae Probability and Statistics, VOLUME: 37, ISSUE: 1-2
INDEXED IN: CrossRef: 1
IN MY: ORCID
3
TITLE: Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation  Full Text
AUTHORS: Beleza Sousa, JB ; Esquivel, ML ; Gaspar, RM ;
PUBLISHED: 2015, SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 44, ISSUE: 10
INDEXED IN: Scopus WOS CrossRef: 1
IN MY: ORCID
4
TITLE: Machine Learning Vasicek Model Calibration with Gaussian Processes  Full Text
AUTHORS: Beleza B Sousa ; Esquivel, ML ; Gaspar, RM ;
PUBLISHED: 2012, SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 41, ISSUE: 6
INDEXED IN: Scopus WOS CrossRef: 8
IN MY: ORCID

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