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