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  • Estudiants del màster
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"

 

 
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