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WORKING PAPERS
18-03
Golden Options in Financial Mathematics
PUBLICATION DATE: 12 NOVEMBER 2018
LINK TO ARTICLE
Researchers
18-01
Relationship between the stochastic discount factor and the optimal omega ratio
PUBLICATION DATE: 01 FEBRARY 2018
LINK TO ARTICLE
Researchers
17-04
CIFRA: Challenging the ICT Patent Framework for Responsible Innovation: Policy Paper on potential n
PUBLICATION DATE: 01 OCTOBER 2017
LINK TO ARTICLE
Researchers
17-03
Interest Rate Future Quality Options and Negative Interest Rates
PUBLICATION DATE: 10 JULY 2017
LINK TO ARTICLE
Researchers
17-02
Pricing the quality of an innovative idea
PUBLICATION DATE: 09 FEBRARY 2017
LINK TO ARTICLE
Researchers
17-01
Differential equations connecting VaR and CVaR
PUBLICATION DATE: 09 JANUARY 2017
LINK TO ARTICLE
Researchers
16-06
The newsvendor problem with convex risk
PUBLICATION DATE: 12 DECEMBER 2016
LINK TO ARTICLE
Researchers
16-05
Must an optimal buy and hold strategy contain any derivative?
PUBLICATION DATE: 21 NOVEMBER 2016
LINK TO ARTICLE
Researchers
16-04
Good deal measurement in asset pricing: Actuarial and financial implications
PUBLICATION DATE: 12 SEPTEMBER 2016
LINK TO ARTICLE
Researchers
16-01
VaR as the CVaR sensitivity : applications in risk optimization
PUBLICATION DATE: 01 FEBRARY 2016
LINK TO ARTICLE
Researchers
16-03
Dificultades en la aplicación de las deducciones fiscales por actividades de I+D+i
PUBLICATION DATE: 09 MAY 2016
LINK TO ARTICLE
Researchers
16-02
Coherent Pricing
PUBLICATION DATE: 09 MAY 2016
LINK TO ARTICLE
Researchers
INSTITUTIONAL BLOG
IDEAS FOR THE BUSINESS WORLD
Information acquisition in financial markets
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