‪Marcos Costa Santos Carreira‬ - ‪Google Scholar‬

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Marcos Costa Santos Carreira

Marcos Costa Santos Carreira

École Polytechnique

Verified email at polytechnique.edu - Homepage

Finance Derivatives Market Microstructure


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets M Carreira, R Brostowicz Palgrave Macmillan, 2016	14	2016
Exponential kernels with latency in hawkes processes: Applications in finance MCS Carreira arXiv preprint arXiv:2101.06348, 2021	3	2021
Core Signatures and Inversions MCS Carreira Working Paper, 2023	1	2023
Learning Interest Rate Interpolation M Carreira Research in Options, 2018		2018
An exact solution for choosing the largest measurement from a sample drawn from an uniform distribution MCS Carreira arXiv preprint arXiv:1805.11556, 2018		2018
Microstructure Of A Central Limit Order Book In FX Futures M Carreira Global Derivatives, 2017		2017
Smooth Operator - Interpolating OIS rates in Brazil M Carreira Global Derivatives, 2016		2016
Decompondo o efeito índice no Ibovespa em componentes de demanda e de informação MCS Carreira		2016
Ticks, Coins and Traffic Lights - How the choices of tick size and fee schedules can define the market structure M Carreira IMPA, 2014		2014
Stock Indices - Rebalancing, Intraday Dynamics, Liquidity M Carreira Research in Options, 2013		2013

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