Personal Details
First Name: Raquel
Middle Name: Medeiros
Last Name: Gaspar
Suffix:
RePEc Short-ID: pga181
Email: [This author has chosen not to make the email address public]
Homepage:
http://www.iseg.utl.pt/~Rmgaspar
Postal Address: Rua Miguel Lupi, 20 (gab.101) 1249-078 Lisboa Portugal
Phone:
Affiliation
(in no particular order)
Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management)
Universidade Técnica de Lisboa
Location: Lisboa, Portugal
Homepage: http://www.iseg.utl.pt/
Email:
Phone: +351-213 925 800
Fax: +351-213 925 850
Postal: Rua do Quelhas 6, 1200-781 LISBOA
Handle: RePEc:edi:isutlpt (registered authors at this institution)
Works
| Working papers | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Gaspar, Raquel M. & Slinko, Irina, 2005.
"Correlation Between Intensity and Recovery in Credit Risk Models,"
Working Paper Series in Economics and Finance
614, Stockholm School of Economics.
[Downloadable!]
- Gaspar, Raquel M. & Schmidt, Thorsten, 2005.
"Quadratic Portfolio Credit Risk models with Shot-noise Effects,"
Working Paper Series in Economics and Finance
616, Stockholm School of Economics.
[Downloadable!]
- Gaspar, Raquel M., 2004.
"General Quadratic Term Structures of Bond, Futures and Forward Prices,"
Working Paper Series in Economics and Finance
559, Stockholm School of Economics.
[Downloadable!]
- Gaspar, Raquel M., 2004.
"On Finite Dimensional Realizations of Forward Price Term Structure Models,"
Working Paper Series in Economics and Finance
569, Stockholm School of Economics.
[Downloadable!]
NEP Fields
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-CFN: Corporate Finance (1) 2004-04-04 Author is listed
- NEP-FIN: Finance (4) 2004-04-04 2004-12-12 2004-12-15 2005-12-09 Author is listed
- NEP-FMK: Financial Markets (2) 2004-04-04 2005-12-09 Author is listed
- NEP-MAC: Macroeconomics (1) 2004-12-12 Author is listed
- NEP-RMG: Risk Management (2) 2004-04-04 2005-12-09 Author is listed
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This page was last updated on 2008-8-8.
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