Number | Surname | Name | Title |
---|---|---|---|
19/001 | Alba Cruz | Juan | "Valoración en mercados eléctricos mediante modelos con reversión a la media y estacionalidad” |
19/002 | Arce Arellano | Julián | "Arbitrage Free SABR: Partial Differential Equation Approach to Fix Negativity Density Function Issue" |
19/003 | Calleja León | Antonio | "Estimación de indicadores de la estabilidad del sistema financiero mediante distribuciones EVT multivariantes" |
19/004 | Clausi Carrique | Jesús | "Valoración de opciones exóticas americanas sobre el VIX mediante el método Least-Squares Monte Carlo" |
19/005 | Corredor Vegas | Guillermo | "Markovian Heath-Jarrow-Morton: Valuation of Interest Rate Derivatives in a Two-Factor Cheyette Gaussian model" |
19/006 | Fernández Velázquez | Ignacio | "Modelo de difusión con saltos de efecto transitorio y volatilidad estocástica" |
19/007 | Fernández García | Pedro | "On the performance of backtesting procedures for expected shortfall" |
19/008 | Fuentes Martínez | Nuria | "Impacto del outpunt floor en modelos internos de riesgo de mercado" |
19/009 | Fuster Valls | Ferran | "Numerical solution of American option pricing problems under stochastic volatility" |
19/010 | Galindez González | Julen | "The impact of climate change debate on the agricultural commodity market: A wavelet coherence analysis" |
19/011 | Garrido Sánchez | Gloria Pilar | "Socially Responsible Ratings: An event study" |
19/012 | Garzón García | Alejandro | "An updated model implementation for Incremental Risk Charge” |
19/013 | Lloret Calvo | Alejandra | "Interest Rate Volatility Risk under FRTB" |
19/014 | Martín Gallego | Eugenio | "Analysis of SABR Calibration with Neural Networks. An Application to the Swaption Smile" |
19/015 | Mollá Llácer | Paula | "The Investment Performance of US Islamic Mutual Funds" |
19/016 | Olmos | Alejandro | "How the public attention to global warming affects crude oil shocks - wavelet analysis" |
19/017 | Ospino López | José F. | "Improving pairs trading using neural network techniques and fundamental ratios" |
19/018 | Peris Cano | Jorge | "Modelos Hull-White de derivados sobre tipos de interés: Solución Numérica y Análisis" |
19/019 | Roig Atienza | Marta | "Is the leadership of the Brent-WTI oil futures market threatened" |
19/020 | Romero Olea | Miguel | "Variable importance in linear regression models versus random forest. Analysis over consumer loans prepayment rates" |
19/021 | Sánchez Coral | Jairo | "El mecanismo de transmisión de tipos de interés en la Eurozona: 2000-2018" |
19/022 | Uribe Napal | Edurne | "On the sensitivity and CVA of Inflation-Indexed Swaps" |
19/023 | Tarin Bernad | David | "Análisis de la Paridad Put-Call en el Mercado Europeo de Derechos de Emisión sobre CO2" |
19/024 | Verdú Henares | Manuel | "Eficiencia en los mercados en ampliaciones de capital de empresas españolas" |
19/025 | Zubero Fernando | Fernando | "The influence of Political Uncertainty on Market Volatility" |
19/026 | Buedo Antón | Adrián | " Implicit Floor Valuation in NMD under a negative interest rate enviroment" |
19/027 | Montoya Manosalvas | Michelle | "Bonos verdes y mercados financieros: análisis de transmisión de volatilidad" |
19/028 | García Cerveró | Daniel | " Ratings bancarios después de la crisis financiera: machine learning vs modelos tradicionales" |