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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