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 |