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Manuel Moreno

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

Personal Details

First Name:Manuel
Middle Name:
Last Name:Moreno
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RePEc Short-ID:pmo127
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Location: Barcelona, Spain
Homepage: http://www.econ.upf.edu/
Email:
Phone: (34) 935 42 1766
Fax: (34)935 42 17 46
Postal: Ramon Trias Fargas 25-27, 08005 Barcelona
Handle: RePEc:edi:deupfes (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Universidad Carlos III de Madrid Economics PhD Alumni
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  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.
  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.
  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.
  4. Manuel Moreno & Javier F. Navas, 2003. "Australian Asian options," Economics Working Papers 680, Department of Economics and Business, Universitat Pompeu Fabra.
  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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  1. Byrne, Thomas & Stephen, Metraux & Kim, Minseop & Culhane, Dennis P. & Moreno, Manuel & Toros, Halil & Stevens, Max, 2014. "Public assistance receipt among older youth exiting foster care," Children and Youth Services Review, Elsevier, vol. 44(C), pages 307-316.
  2. Marroquı´n-Martı´nez, Naroa & Moreno, Manuel, 2013. "Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter?," European Journal of Operational Research, Elsevier, vol. 225(3), pages 429-442.
  3. Moreno, Manuel & Serrano, Pedro & Stute, Winfried, 2011. "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects," European Journal of Operational Research, Elsevier, vol. 214(3), pages 656-664, November.
  4. Manuel Moreno & Javier F. Navas, 2008. "Australian Options," Australian Journal of Management, Australian School of Business, vol. 33(1), pages 69-93, June.
  5. 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.
  6. Mukhopadhyay N. & Moreno M., 1990. "Comparing Several Populations By Means Of Accelerated Sequential Procedures," Statistics & Risk Modeling, De Gruyter, vol. 8(4), pages 331-356, April.
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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