WORKING PAPERS
17-04

CIFRA: Challenging the ICT Patent Framework for Responsible Innovation: Policy Paper on potential n

PUBLICATION DATE: 01 OCTOBER 2017




Researchers
17-03

Interest Rate Future Quality Options and Negative Interest Rates

PUBLICATION DATE: 10 JULY 2017




Researchers
ALEJANDRO BALBÁS
17-02

Pricing the quality of an innovative idea

PUBLICATION DATE: 09 FEBRARY 2017




Researchers
17-01

Differential equations connecting VaR and CVaR

PUBLICATION DATE: 09 JANUARY 2017




Researchers
ALEJANDRO BALBÁS
16-06

The newsvendor problem with convex risk

PUBLICATION DATE: 12 DECEMBER 2016




Researchers
ALEJANDRO BALBÁS
16-05

Must an optimal buy and hold strategy contain any derivative?

PUBLICATION DATE: 21 NOVEMBER 2016




Researchers
ALEJANDRO BALBÁS
16-04

Good deal measurement in asset pricing: Actuarial and financial implications

PUBLICATION DATE: 12 SEPTEMBER 2016




Researchers
ALEJANDRO BALBÁS
JOSÉ GARRIDO MANSO
16-01

VaR as the CVaR sensitivity : applications in risk optimization

PUBLICATION DATE: 01 FEBRARY 2016




Researchers
ALEJANDRO BALBÁS
16-03

Dificultades en la aplicación de las deducciones fiscales por actividades de I+D+i

PUBLICATION DATE: 09 MAY 2016




Researchers
ESTER MARTÍNEZ-ROS
16-02

Coherent Pricing

PUBLICATION DATE: 09 MAY 2016




Researchers
ALEJANDRO BALBÁS
15-01

Sequential arbitrage measurement in bond markets : theory and empirical applications in the Euro-zon

PUBLICATION DATE: 14 JANUARY 2015




Researchers
ALEJANDRO BALBÁS
15-01

Sequential arbitrage measurement in bond markets : theory and empirical applications in the Euro-zon

PUBLICATION DATE: 14 JANUARY 2015




Researchers
ALEJANDRO BALBÁS