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Número Apellidos Nombre Título
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 Myhalyuk 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