| 19/001 |
Alba Cruz |
Juan |
"Valoración en mercados eléctricos mediante modelos con reversiñon a la media y estacionalidad" |
| 19/002 |
Arce Arellano |
Julián |
"Arbitrage Free SABR: Partial Differential Equation Approach fo Fix Negativity Density Function Issue" |
| 19/003 |
Calleja León |
Antonio |
"Estimación de indicadores de la estabilidad del sistema financiero mediante distribuciones EVT multivariantes" |
| 19/004 |
Clausi Carrique |
Jesús |
"Valoración de opciones exóticas americanas sobre el VIX mediante el método Least-Squares Monte Carlo" |
| 19/005 |
Corredor Vegas |
Guillermo |
"Markovian Heath-Jarrow-Morton: Valuation of Interest Rate Derivatives in a Two-Factor Cheyette Gaussian model" |
| 19/006 |
Fernández Velázquez |
Ignacio |
"Modelo de difusión con saltos de efecto transitorio y volatilidad estocástica" |
| 19/007 |
Fernández García |
Pedro |
"On the performance of backtesting procedures for expected shortfall" |
| 19/008 |
Fuentes Martínez |
Nuria |
"Impacto del output floor en modelos internos de riesgo de mercado" |
| 19/009 |
Fuster Valls |
Ferran |
" Numerical solution of American option pricing problems under stochastic volatility" |
| 19/010 |
Galindez González |
Julen |
"The impact of climate change debate on the agricultural commodity market: A waveket coherence analysis" |
| 19/011 |
Garrido Sánchez |
Gloria Pilar |
"Socially Responsable Ratings: An event study" |
| 19/012 |
Garzón García |
Alejandro |
"An updated model implementation for Incremental Risk Charge" |
| 19/013 |
Lloret Calvo |
Alejandra |
"Interest Rate Volatitity Risk under FRTB" |
| 19/014 |
Martín Gallego |
Eugenio |
"Analysis of SABR Calibration with Neural Networks. An Application on the Seaption Smile" |
| 19/015 |
Mollá Llácer |
Paula |
"The Investment Performance of US Islamic Mutual Funds" |
| 19/016 |
Olmos |
Alejandro |
"How the public attention to global warning affects crude oil schocks-wavelet analysis" |
| 19/017 |
Ospino López |
José F. |
"Improving pairs trading using neural network techniques and fundamental ratios" |
| 19/018 |
Peris Cano |
Jorge |
"Modelos Hull-White de derivados sobre tipos de interés: Solución Numérica y Análisis" |
| 19/019 |
Roig Atienza |
Marta |
"Is the leadership of the Brent-WTI oil futures market threatened" |
| 19/020 |
Romero Olea |
Miquel |
"Variable importance in linear regression models versus random forest. Analysis over consumer loans prepayment rates" |
| 19/021 |
Sánchez Coral |
Jairo |
"El mecanismo de transmisiñon de tipos de interés en la Eurozona: 2000-2018" |
| 19/022 |
Uribe Napal |
Edurne |
"On the sensitivity and CVA of Inflation-Indexed Swaps" |
| 19/023 |
Tarin Bernad |
David |
"Análisis de la Paridad Put-Call en el Mercado Europeo de Derechos de Emisión sobre CO2" |
| 19/024 |
Verdú Henares |
Manuel |
"Eficiencia en los mercados en ampliaciones de capital de empresas españolas" |
| 19/025 |
Zubero Fernando |
Fernando |
"The influence of Potitical Uncertainty on Market Volatility" |
| 19/026 |
Buedo Antón |
Adrián |
"Implicit Floor Valuation in NMD under a negative interest rate enviroment" |
| 19/027 |
Montoya Manosalvas |
Michelle |
"Bonos verdes y mercados financieros: análisis de transmisión de volatilidad" |
| 19/028 |
García Cerveró |
Daniel |
"Ratings bancarios después de la crisis financiera: machine learning vs modelos tradicionales" |
