| Nombre | Autor | Títol |
|---|---|---|
| 13/001 | Aida Alemany |
Volatility stream in banking CDS |
| 13/002 | Alerso Pimentel |
Systemic risk analysis in Europe within the financial global crisis context |
| 13/003 | Andrés Mora |
Risk quantification in presence of extreme events |
| 13/004 | Ángela Amat |
Relation between banking competition and financial stability |
| 13/005 | Borja Montealegre | Taylor expansions around Black-Scholes: A new way to approximating derivative prices in continuous time models |
| 13/006 | Carlos Catalán | Pricing equity derivatives with the Kristensen-Mele approach |
| 13/007 | Diana González |
Interest rates behaviour within the emerging markets during the current financial crisis: the Mexican case |
| 13/008 | Emilio Chafer |
Profitability of the socially responsible and environmental indexes. A study of the European case |
| 13/009 | Pau Felip |
Asset management optimal policies trough dynamic programing |
| 13/010 | Fabián Taviro |
Valuating of corporate loans trough risk neutral transition matrixes |
| 13/011 | Felipe Sánchez |
Monetary policy and crisis transmission |
| 13/012 | Francisco J. Navarro | Out-of-Sample Performance of Mean-Variance Strategies: Is Active Portfolio Management Worth the Effort in Europe? |
| 13/013 | Francisco Menéndez |
Valuation of catastrophe bonds |
| 13/014 | Luis Biosca | Valoración de bonos catastróficos |
| 13/015 | Mª del Camino Torrecillas | US stock market: Inflation news impact |
| 13/016 | Mónica Palak | Risk analysis of different U.S. treasury bond portfolios |
| 13/017 | Montserrat Bustos | Análisis de los determinantes del tipo de intrés de la deuda soberana dentro y fuera de la unión monetaria |
| 13/018 | Pablo N. Urtubia | Las correlaciones de Latibex con indices de mercados desarrollados: implicaciones para diversificación y cobertura |
| 13/019 | Pau Bru | Políticas óptimas de gestión de activos mediante programación dinámica |
| 13/020 | Pau Felip | Políticas óptimas de gestión de activos mediante programación dinámica |
| 13/021 | Patricia Vázquez | Forecasting the ex-ante tracking error for global fixed income portfolios:emphasis on the estimation of the variance-covariance matrix |
| 13/022 | Rocio Altelarrea | Estimación del precio de mercado del riesgo en base a los futuros del crudo y sus derivados y análisis de su relación con las variables maroeconómicas |
