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03/001 |
Silla Sancho, Estanislao |
LIBOR Market Model. An approach to the lognormal paradigm in the valuation of derivatives on interest rates |
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03/002 |
Rodrigo Bargues, Eva |
The indirect investment in properties through property investment funds |
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03/003 |
Prieto Lucas, Ana |
Modelling of the spot and futures valuation of natural gas |
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03/004 |
Estela Prieto Burgos |
Index funds as investment instrument |
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03/005 |
Vicente Pons Ferrer |
Derivative on non-negotiable underlying: valuation of an option on meteorology |
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03/006 |
Lluis Navarro Girbés |
Numerical methods for the valuation of derivatives on interest rates |
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03/007 |
Amparo Nagore Garcia |
The measurement of the competition on the banking sector: measuring instruments and empirical evidence |
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03/008 |
Alberto Morillo Ruano |
The valuation of warrants in the Spanish market |
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03/009 |
M. Teresa García Muniesa |
Analysis of the interest rates models with varying parameters |
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03/010 |
Miren Echarri |
Can initial conditions explain the domestic bias puzzle? |
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03/011 |
Rafael Calabuig Sancho |
The Exchange Trade Funds (ETFs) |
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03/012 |
Bayona Candel, Oscar |
Performances and real economy. Interrelationships |
