Jaqueline Terra Moura Marins

Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling

Eduardo Saliby, Jaqueline Terra Moura Marins, 2007 .

Aplicação da Amostragem por Importância à Simulação de Opções Asiáticas Fora do Dinheiro

Jaqueline Terra Moura Marins, Jaqueline Terra Moura Marins, 2007 .

The Influence of Collateral on Capital Requirements in the Brazilian Financial System: an approach through historical average and logistic regression on probability of default

Jaqueline Terra Moura Marins, Jaqueline T. M. Marins, A. Silva, 2009 .