| 23/001 |
Álvarez Ugalde |
Ane |
Equity Asian rainbow options: A pricing and sensitivity analysis based on mean-reverting seasonal interest rate models |
| 23/002 |
Blesa Montón |
David |
Pricing CoCos and barrier options in a mixed fractional Brownian motion environment |
| 23/003 |
Fons Bellver |
José |
Differential Machine Learning for derivative pricing and its applications |
| 23/004 |
García García |
Adrián |
Equity barrier options pricing and sensitivity analysis in a scenario of mean-reverting seasonal interest rates |
| 23/005 |
García Villodre |
Lucia |
Financial management of climate risk in Europe |
| 23/006 |
López Cardenas |
Miguel |
Liquidity dynamics and regulatiory oversight in Over-the-Counter markets: Exploring market quality and firma positioning |
| 23/007 |
Martínez Durá |
Isabel |
Predicting and explaining Spanish companies bankruptcy using Machine Learning |
| 23/008 |
Meliá Segarra |
Jorge |
Neural network models based on Montecarlo simulation for valuation and credit risk adjustment of financial deritatives |
| 23/009 |
Moreno del Castillo |
Javier |
Elasticidad precio-demanda del mercado eléctrico español |
| 23/010 |
Mykhalyuk |
Diana |
Resilience of Spanish mutual funds to climate shocks |
| 23/011 |
Puente Carreño |
Enrique |
Hybrid DCC-GARCH-LSTM covariance matrix forecasting model: An application to portfolio volatility |
| 23/012 |
Zechao |
Li |
Evaluación del riesgo de cola para estrategias de inversión sostenibles: Un enfoque de optimización dinámica de carteras |
| 23/013 |
García Ortega |
Ana |
Impacto del Single Supervisory Mechanism (SSM) sobre la estabilidad bancaria en Europa |
| 23/014 |
Gorostiza Aguado |
Irati |
Entrepreneurial background risk and financial behaviour: An analysis of Spanish households using the EFF |
| 23/015 |
Hidalgo Fortea |
Rocío |
Gender as a tool for diversification |
| 23/016 |
Martín Murillo |
Pablo |
Relación entre inversión en vivienda y activos arriesgados durante el ciclo de vida de los hogares españoles |
| 23/017 |
Mendizabal Lasa |
Unai |
Concesión de préstamos hipotecarios y sus determinantes a lo largo de un ciclo económico en Estados Unidos |
| 23/018 |
Navarro Soria |
Carla |
El impacto de los nuevos competidores digitales en la rentabilidad bancaria: Evidencia empírica |
