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10/001 |
Javier Mauricio Bedoya Osorio |
Stochastic Gordon Bank of America Case and Citigroup |
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10/002 |
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10/003 |
Lucía Hernandis Épila |
Contrast of the Expectations Hypothesis on the European Interbank lending market |
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10/004 |
Naroa Marroquín Martínez |
Bounding security prices in incomplete markets. Does stochastic volatility matter? |
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10/005 |
Carme Frau Gomila |
Australian options on fixed-income assets |
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10/006 |
Hugo Herguedas Andrieu |
Comparison of different estimators for varying beta: a simulation exercise |
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10/007 |
Lexuri Fernández Logroño |
Improved stochastic simulation scheme for the pricing of barrier options |
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10/008 |
Federico Platanía |
Analytical valuation of fixed-income derivatives under new macro-financial term structure models |
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10/009 |
Andrea Giuseppe Vitali |
A non-parametric to the prediction of the volatility for the measurement of the market risk |
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10/010 |
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10/011 |
Martin Erausquin Rodriguez |
Nearly optimal scheduling under time varying departure probabilities |
