Prof. Dr. Carlos A. Braumann
Departamento de Matemática, Escola de Ciências e Tecnologia, Universidade de Évora
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Academic Career Length
47Years (1980-Present)
(Calculated once Scilit publication data is synced: current year − year of first publication + 1)
Representative Publications
View All Publications1 January 2010 in Computers & Mathematics with Applications
Journal Article
LVL. Villafuerte
L. Villafuerte
Carlos A. BraumannJCJ.-C. Cortés
J.-C. Cortés
LJL. Jódar
L. Jódar
1 March 1980 in Systematic Biology
Journal Article
RSRobert R. Sokal
Robert R. Sokal
Carlos A. BraumannSignificance tests for coefficients of variation and variability profiles. Syst. Zool. 29:50–66.—The distribution of sample estimates of the coefficient of variation is studied analytically and by Monte Carlo simulation. Derivations are given for the expected value of a coefficient of variation and for its standard error. Various proposed standard errors for coefficients of variation are evaluated. Standard errors are derived for differences between coefficients of variation for samples of independent and correlated characters. Methods are proposed for testing the homogeneity of sets of independent and correlated coefficients of variation. Tests of homogeneity of variability profiles as well as for parallelism of such profiles are furnished.
16 May 2013 in Quantitative Finance
Journal Article
MLManuela Coelho Larguinho
Manuela Coelho LarguinhoJDJosé Carlos Dias
José Carlos DiasCarlos A. BraumannPricing options and evaluating Greeks under the constant elasticity of variance (CEV) model requires the computation of the non-central chi-square distribution function. In this article, we compare the performance, in terms of accuracy and computational time, of alternative methods for computing such probability distributions against an externally tested benchmark. In addition, we present closed-form solutions for computing Greek measures under the unrestricted CEV option pricing model, thus being able to accommodate direct leverage effects as well as inverse leverage effects that are frequently observed in options markets.
About Me
Carlos A. Braumann is Emeritus Professor (title awarded in 2018) and member of the Center for Research in Mathematics and Applications at the Universidade de Évora, Portugal. Education: Ph. D. degree (1979) at Stony Brook University (USA); Licenciatura (1973, Applied Mathematics) and Bach. (1971, Mathematics) degrees at the Universidade de Luanda. At the Universidade de Évora, he became Assistant Professor in 1979, followed by Associate Professor and Full Professor (since 1989) positions. Research interests: Probability and Statistics, mainly stochastic differential equations and applications to modelling and optimization in biological (population dynamics, fisheries, animal growth, demography) and financial issues. He is Elected Member of the International Statistical Institute (elected in 1991) and was President of the European Society for Mathematical and Theoretical Biology (2009-12) and of the SPE-Sociedade Portuguesa de Estatística (2006-12). In 2019 became Honorary Member and received a Career Award from SPE. He is member of other scientific societies.