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Tabla de personas
Photo Name and surname Address + info Biography
MORILLAS JURADO, FRANCISCO GABRIEL

MORILLAS JURADO, FRANCISCO GABRIEL

PDI-Titular d'UniversitatDirector/a Titulacio Master Oficial

Facultat d'Economia Avda Tarongers s/n 46022 València (Despatx 2A07)

(9616) 25384

francisco.morillas@uv.es

GONZALEZ BAIXAULI, EUSEBIO CRISTOBAL

GONZALEZ BAIXAULI, EUSEBIO CRISTOBAL

PDI-Titular d'Universitat
BADAL VALERO, ELENA

BADAL VALERO, ELENA

PDI-Prof. Permanent Laboral Ppl
MARTINEZ DE LEJARZA ESPARDUCER, JUAN

MARTINEZ DE LEJARZA ESPARDUCER, JUAN

PDI-Titular d'Escola Universitaria
BALLESTER MIQUEL, LAURA

BALLESTER MIQUEL, LAURA

PDI-Titular d'Universitat

Office 5B05 Faculty of Economics University of Valencia Avenida de los Naranjos s/n 46022 Valencia

(9616) 25079

laura.ballester@uv.es

Biography
 

Framed within the field of ​​quantitative finance, my research career has been mainly focused on the analysis and measurement of financial risks, specifically the study of interest rate risk and credit risk.

With regard to my research on the management of interest risk, this has focused on determining the incidence of interest rate risk in the Spanish banking sector by measuring the sensitivity of credit institutions to interest rate movements. The objectives have been, firstly, to jointly analyse the impact of variations and volatility of interest rates on stock returns, and secondly, to elucidate whether more complex patterns with respect to the exposure profile should also be taken into consideration in risk assessment models.

Regarding the credit risk studies, these have focused on the analysis of the transmission and contagion of this type of risk, measured through the credit default swap (CDS) market, both for the European and American markets. My research has included several relevant issues in the context of the global financial crisis and the sovereign debt crisis in the Eurozone, such as the transmission of spillover risk in the performance and volatility of the banking CDS and sovereign markets.

In relation to other aspects of my research career, I have participated in several research projects of a competitive nature in the field of finance and I have been a principal researcher in a project of the University of Valencia (2013) and the Ramón Areces Foundation (2014-2016). I have completed two visiting researches at Cass Business School (City University London) and I received the Doctoral Thesis Prize (2010) from the Economic and Social Council of the Valencian Community and the Teaching Excellence Award (2019) from the Social Council of the University of Valencia. I have been a speaker at more than 45 national and international conferences, and I have attended more than 30 courses related to research and teaching.

I have two six-year period of research and accreditation for tenured university professors recognized by ANECA. I have published in prestigious journals such as Journal of International Financial Markets, Institutions and Money, Emerging Markets Review, Journal of Empirical Finance, International Review of Financial Analysis, International Review of Economics and Finance, Finance Research Letters, Research in International Business and Finance and Spanish Journal of Finance and Accounting.

I have been the organizer of the 15th INFINITI Conference on International Finance held at the Faculty of Economics of the University of Valencia in 2017 and The Annual Event of Finance Research Letters in 2020, 2021 and 2022. I have been a member of the academic committee of the Chair in International Finance of Banco Santander from 2014 to 2018 and I am since March 2021 the academic secretary of the Department of Financial Economics. Finally, since mid-2021 I am editor-in-chief of the journal Finance Research Letters.

VIDAL LLANA, JUAN JOSE

VIDAL LLANA, JUAN JOSE

PDI-Ajudant Doctor/A

Office: 2E11

28562

juan.j.vidal@uv.es

Biography
 

(he/him) BSc in Mathematics from the University of Valencia. MSc in Actuarial and Financial Sciences from the University of Valencia. PhD in Business from the University of Barcelona. He currently works as a professor at the University from Valencia in the area of Applied Economics and as a technological consultant for the transformation of industry 4.0, optimization of production in factories with Big Data and improved customer service. Chartered actuary with 3+ years of experience training and deploying models of large-scale Machine Learning in multinational insurers for a more accurate customer pricing. Among his publications are methodologies based on Machine Learning to compare years with low mobility of the population (such as 2020 due to Covid-19), in order to rate more precisely to the insured. He also has publications applying and improving Quantile Regression algorithms to predict large risks in data telematics and in the valuation of financial assets with the objective of detect potential losses in portfolios. Finally, he studies interconnection of the financial markets to estimate the impact of anomalous events such as wars and financial crises in other countries.

Interests: Regression Analysis, Automobile Insurance, Risk Assessment, International Finance, Asset Allocation

DUART REDON, JOSEP IGNASI

DUART REDON, JOSEP IGNASI

PAS-Administratiu/Va