Number | Author | Title |
---|---|---|
04/001 | Alvaro Villar Lecube | Selection of portfolios in a VaR context |
04/002 | Antoni Vaello Sebastià | Do the volatility auctions affect the prices process generator? |
04/003 | Pilar Soriano Felipe | Volatility transmission between financial markets |
04/004 | Pedro José Serrano Jiménez | Calibrating shot noise models |
04/005 | ||
04/006 | Verónica Matalí Pallardó | Valuation of corporate bonds with infrequent negotiation |
04/007 | Agueda Madoz Mendioroz | Numerical resolution of the valuation equation |
04/008 | Jorge de la Cruz Mateos | The Spanish electricity market, a market with futures |
04/009 | Santiago Comin Fernández Cuesta | The latent variables approach in CDO modelling: some lessons from nonparametric item response theory |
04/010 | Helena Chuliá Soler | Asymmetries in the equity markets |
04/011 | David Cascán Porbén | Present and future of the financial markets |
04/012 | Raquel Bujalance Rodríguez | Risk in mortgages bonds |
04/013 | Mª Carmen Boado Penas | Notional defined contribution accounts (NDC’s). Application to the Spanish case |
04/014 | Unai Ansejo Barra | Risk management in non-gaussian environments |
04/015 | María Mercedes Andrés Urarte | Hedge Funds: analysis of strategy yields |