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Information about:
Manuel Moreno

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Manuel Moreno in registering through RePEc. If you are Manuel Moreno , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Manuel
Middle Name:
Last Name: Moreno
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RePEc Short-ID: pmo127

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Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Universidad Carlos III de Madrid Economics PhD Alumni

Works

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Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  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!]

  2. 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!]

  3. 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!]

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

  5. 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!]
    Published as:

  6. 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!]

  7. 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!]

  8. 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!]

  9. 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!]


Articles

  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)
    Other versions:


NEP Fields

7 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2001-05-16
  2. NEP-ETS: Econometric Time Series (2) 1998-09-14 2007-09-02 Author is listed
  3. NEP-FIN: Finance (2) 2001-05-16 2004-05-26 Author is listed
  4. NEP-FMK: Financial Markets (1) 2007-09-02
  5. NEP-IFN: International Finance (2) 1998-09-14 1998-09-14 Author is listed
  6. NEP-SEA: South East Asia (1) 2004-05-16

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This page was last updated on 2009-11-13.


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.