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Publications

by members of

Departamento de Análisis Económico y Finanzas
Facultad de Ciencias Económicas y Empresariales
Universidad de Castilla La Mancha
Albacete, Spain

(Department of Economic and Financial Analysis, Faculty of Economics and Business, )

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

    2008

  1. Manuel Moreno & Pedro Jose Serrano & Winfried Stute, 2008. "Statistical Properties and Economic Implications of Jump-Diffusion Processes with Shot-Noise Effects," Business Economics Working Papers wb084912, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]

    2007

  1. Manuel Moreno & Juan Ignacio Peña & Pedro Serrano, 2007. "Pricing tranched credit products with generalized multifactor models," Business Economics Working Papers wb073909, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
  2. Lucía Cuadro Sáez & Manuel Moreno, 2007. "GARCH Modeling of Robust Market Returns," Kiel Advanced Studies Working Papers 440, Kiel Institute for the World Economy. [Downloadable!]

    2003

  1. Manuel Moreno & Javier F. Navas, 2003. "Australian Asian Options," Economics Working Papers 680, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

    2001

  1. Manuel Moreno & Javier R. Navas, 2001. "On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives," Economics Working Papers 543, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

    1997

  1. Manuel Moreno, 1997. "On the Relevance of Modeling Volatility for Pricing Purposes," Economics Working Papers 431, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 1999. [Downloadable!]
  2. Manuel Moreno, 1997. "Risk Management under a Two-Factor Model of the Term Structure of Interest Rates," Economics Working Papers 254, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

    1996

  1. Manuel Moreno, 1996. "A Two-Mean Reverting-Factor Model of the Term Structure of Interest Rates," Economics Working Papers 193, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  2. Manuel Moreno & Juan I. Peña, 1996. "On the Term Structure of Interbank Interest Rates: Jump-Diffusion Processes and Option Pricing," Economics Working Papers 191, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

Journal articles

    2003

  1. Manuel Moreno & Javier Navas, 2003. "On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives," Review of Derivatives Research, Springer, vol. 6(2), pages 107-128, May. [Downloadable!] (restricted)
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This page was last updated on 2010-1-7.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.