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by members of

Centro de Investigación en Finanzas
Escuela de Negocios
Universidad Torcuato Di Tella
Buenos Aires, Argentina

(Center for Financial Research, School of Business, Torcuato di Tella University)

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end


  1. Nicolas Merener, 2012. "Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures," Business School Working Papers 2012-01, Universidad Torcuato Di Tella.


  1. Nicolás Merener & Leonardo Vicchi, 2010. "Efficient Monte Carlo for Discrete Variance Contracts," Business School Working Papers 2010-05, Universidad Torcuato Di Tella.


  1. Nicolas Merener, 2009. "Swap Rate Variance Swaps," Business School Working Papers 2009-02, Universidad Torcuato Di Tella.


  1. Janzen, Joseph P. & Merener, Nicolas, "undated". "Supply Shocks, Futures Prices, and Trader Positions," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205622, Agricultural and Applied Economics Association.

Journal articles


  1. Nicolas Merener, 2016. "Concentrated Production and Conditional Heavy Tails in Commodity Returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(1), pages 46-65, January.


  1. Nicolas Merener, 2015. "Globally Distributed Production and the Pricing of CME Commodity Futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(1), pages 1-30, January.


  1. Nicolas Merener, 2012. "Swap rate variance swaps," Quantitative Finance, Taylor & Francis Journals, vol. 12(2), pages 249-261, May.


  1. Nicolas Merener & Paul Glasserman, 2003. "Numerical solution of jump-diffusion LIBOR market models," Finance and Stochastics, Springer, vol. 7(1), pages 1-27.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.