| Number | Author | Title |
|---|---|---|
| 13/001 | Aida Alemany |
Volatility stream in banking CDS |
| 13/002 | Alerso Pimentel |
Systemic risk analysis in Europe within the financial global crisis context |
| 13/003 | Andrés Mora |
Risk quantification in presence of extreme events |
| 13/004 | Ángela Amat |
Relation between banking competition and financial stability |
| Borja Montealegre | Taylor expansions around Black-Scholes: A new way to approximating derivative prices in continuous time models | |
| Carlos Catalán | Pricing equity derivatives with the Kristensen-Mele approach | |
| 13/007 | Diana González |
Interest rates behaviour within the emerging markets during the current financial crisis: the Mexican case |
| 13/008 | Emilio Chafer |
Profitability of the socially responsible and environmental indexes. A study of the European case |
| 13/009 | Pau Felip |
Asset management optimal policies trough dynamic programing |
| 13/010 | Fabián Taviro |
Valuating of corporate loans trough risk neutral transition matrixes |
| 13/011 | Felipe Sánchez |
Monetary policy and crisis transmission |
| Francisco J. Navarro | Out-of-Sample Performance of Mean-Variance Strategies: Is Active Portfolio Management Worth the Effort in Europe? | |
| 13/013 | Francisco Menéndez |
Monetary policy and crisis transmission |
| 13/014 | Luis Biosca |
Valuation of catastrophe bonds |
| Mª del Camino Torrecillas | US stock market: Inflation news impact | |
| Mónica Palak | Risk analysis of different U.S. treasury bond portfolios | |
|
13/017 |
Montserrat Bustos |
Analysis of the sovereign debt interest rates determinants within and outside the monetary union |
| Pablo N. Urtubia |
Latibex correlations with developed market indexes: implications for diversification and coverage |
|
| Pau Bru |
Asset management optimal policies trough dynamic programing |
|
| Pau Felip | Asset management optimal policies trough dynamic programing | |
| Patricia Vázquez | Forecasting the ex-ante tracking error for global fixed income portfolios:emphasis on the estimation of the variance-covariance matrix | |
|
13/022 |
Rocio Altelarrea |
Market price estimation of the risk based on the crude oil future and its derivatives and analysis of its relation with the macroeconomic variables |
