Working papers
Working Papers
18-03
Golden Options in Financial Mathematics
DATE OF PUBLICATION: 12 NOVEMBER 2018
Researchers
Alejandro Balbas
Beatriz Balbás
18-01
Relationship between the stochastic discount factor and the optimal omega ratio
DATE OF PUBLICATION: 01 FEBRUARY 2018
Researchers
Alejandro Balbas
17-04
CIFRA: Challenging the ICT Patent Framework for Responsible Innovation: Policy Paper on potential n
DATE OF PUBLICATION: 01 OCTOBER 2017
Researchers
17-04
Interest Rate Future Quality Options and Negative Interest Rates
DATE OF PUBLICATION: 10 JULY 2017
Researchers
Alejandro Balbas
17-02
Pricing the quality of an innovative idea
DATE OF PUBLICATION: 09 FEBRUARY 2017
Researchers
17-04
Differential equations connecting VaR and CVaR
DATE OF PUBLICATION: 09 JANUARY 2017
Researchers
Alejandro Balbas
16-06
The newsvendor problem with convex risk
DATE OF PUBLICATION: DECEMBER 12, 2016
Researchers
Alejandro Balbas
16-05
Must an optimal buy and hold strategy contain any derivative?
DATE OF PUBLICATION: 21 NOVEMBER 2016
Researchers
Alejandro Balbas
16-04
Good deal measurement in asset pricing: Actuarial and financial implications
DATE OF PUBLICATION: SEPTEMBER 12, 2016
Researchers
Alejandro Balbas
16-01
VaR as the CVaR sensitivity : applications in risk optimization
DATE OF PUBLICATION: 01 FEBRUARY 2016
Researchers
Alejandro Balbas
16-03
Difficulties in the application of tax deductions for R&D&I activities.
DATE OF PUBLICATION: 09 MAY 2016
Researchers
Ester Martinez-Ros
16-02
Coherent Pricing
DATE OF PUBLICATION: 09 MAY 2016
Researchers
Alejandro Balbas
15-01
Sequential arbitrage measurement in bond markets : theory and empirical applications in the Euro-zon
DATE OF PUBLICATION: 01 JUNE 2014
Researchers
Alejandro Balbas
14-04
Optimal reinsurance under risk and uncertainty
DATE OF PUBLICATION: 09 MAY 2016
Researchers
Alejandro Balbas
14-03
Bank Competition, Borrower Competition and Interest Rates
DATE OF PUBLICATION: JUNE 16, 2014
Researchers
14-01
Market orientation and academic spin-off firms
DATE OF PUBLICATION: 01 JANUARY 2014
Researchers
14-02
Information disclosure in optimal auctions
DATE OF PUBLICATION: 03 JANUARY 2014