| 08/001 |
Aitziber Unzueta Inchaurbe |
The value of information and the value of the solution in optimisation models under uncertainty |
| 08/002 |
Rafael Vivó García |
Analysis of the least - squares Monte Carlo approach in the valuation of contracts on storage of natural gas |
| 08/003 |
Gregorio Vargas Martínez |
Volatilidad estocástica multivariante mediante modelos Wishuart autoregresivos: Aplicaciones a valoración de activos y gestión de riesgos financieros. |
| 08/004 |
Francisco Javier Rincón Arévalo |
Prediction of the interest rate term structure in Spain: the role of the macroeconomic indicators |
| 08/005 |
Eneritz Muguruza Epelde |
Unit roots and varying parameters |
| 08/006 |
José Alfredo Jiménez Moscoso |
Estimación de la correlación cambiante en el tiempo entre activos, mediante modelos de volatilidad: Implicaciones. |
| 08/007 |
German Guerrero Chaparro |
Valuation of the performance of VaR models by using the extreme value theory in emerging and developed markets |
| 08/008 |
Antton Barandiaran Sarasola |
On the risk premium embedded in CDO tranches |
| 08/009 |
Juan Ayora Aleixandre |
Momentum in financial futures markets |
