Information about:
Manuel Moreno

Other registered authors

Email:
Homepage:
Postal Address:
Phone:

Affiliation

• Departament d'Economia i Empresa (Department of Economics and Business)
  Universitat Pompeu Fabra

  Location: Barcelona, Spain
  Homepage: http://www.econ.upf.es/
  Email:
  Phone: (34) 935 42 1766
  Fax: (34)935 42 17 46
  Postal: Ramon Trias Fargas 25-27, 08005 Barcelona
  Handle: RePEc:edi:deupfes (registered authors at this institution)

• Departamento de Análisis Económico y Finanzas (Department of Economic and Financial Analysis)
  Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Business)
  Universidad de Castilla La Mancha

  Location: Albacete, Spain
  Homepage: http://www.uclm.es/dep/daef/
  Email:
  Phone:
  Fax:
  Postal: Plaza de la Universidad, 1, 02071 Albacete
  Handle: RePEc:edi:aeclmes (registered authors at this institution)

Lists

1. Universidad Carlos III de Madrid Economics PhD Alumni

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:
   • 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)

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!]

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:
   • 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!]

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

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