| 07/001 |
Verónica Serrano. |
Análisis del spread de los bonos corporativos |
| 07/002 |
Juan José Pérez Gª Catalán |
Models in time continuum applied to the new member states of the EU |
| 07/003 |
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| 07/004 |
Susana Márquez Monterrubio |
The differences in the growth in consumption expectations in the euro zone |
| 07/005 |
Ivan Lozano Castellanos |
The risk of synthetic cds under different copula specifications |
| 07/006 |
Ricardo Gutiérrez Mercado |
The determinants of success and failure for futures markets: an empirical study for mexican case |
| 07/007 |
Daniel Fernández de Castillo |
The discounts in the Treasury auctions in Spain |
| 07/008 |
Fernando de Lope Contreras |
Volatility smiles in American options on the futures market of the crude |
| 07/009 |
Lucía Cuadro-Sáez |
Garch modelling of robust market returns |
| 07/010 |
Óscar Carchano Alcina |
Study on the relevance on the choice of the rollover date |
| 07/011 |
Roberto Bermejo Aparicio |
European natural gas spot markets: volatility transmission and jumps modelling |
| 07/012 |
Cristina Ballester Chaves |
The semidiscretisation method in the valuation of options with payment of discrete dividend |
| 07/013 |
Larraitz Aranburu Laka |
Financial decisions under uncertainty: stochastic programming |
| 07/014 |
Alvaro Andani Gil |
Optimal coverage under “mispricing” in futures contracts: empirical evidence in international markets |
| 07/015 |
Nerea Alarcón Cabezas |
TAR models of two regimes to the price dividend ratio of Standard & Poor’s |
| 07/016 |
Mónica Lagullon Ágreda |
The prices in the Spanish electricity market |
