Logo de la Universitat de València Logo Màster en Banca i Finances Quantitatives Logo del portal

Nombre Cognoms Nom Títol
25/001 Barberá Vilaplana Jordi Systemic risk spillovers in eurozone energy-related industries:A tail event driven network analysis
25/002 Duque Vázquez Jesús Pricing and hedging in incomplete markets driven by shot noise jump diffusion models
25/003 García Adrados Álvaro Leveraging technical and fundamental data with machine learning algorithms for emissions trading
25/004 Gómez Corral Josep Los Energy Tokens como activo disruptivo para los inversores propensos al giesgo. Optimización de carteras utilizando criptoactivos
25/005 Maldonado Viso Carlos Exploring economic uncertainty: Comovement and persistence in structural and nonstructural uncertainly indices
25/006 Mengibar Ramón María Sensitivity analysis and valuation of fixed-income Asian options under Gaussian mean-reverting cyclical models
25/007 Moles Palomares Javier Predictive ability of autoregressive conditional beta models for realized volatilities
25/008 Sologuren Marquet Jon Sustainability and profitability: ESG impaxt on financial performance in African developing countries