Showing results 19 to 38 of 148
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| Issue Date | Title | Author(s) |
| 2017 | Càlcul de les mesures de risc de crèdit mitjançant models d’un factor amb diferents estructures de dependència | Pallarès Gonzalvo, Jacint |
| May-2004 | El comportament de l'inversor: incertesa i risc | Perramon Ayza, Joaquim Maria |
| Dec-2016 | Compositional methods applied to capital allocation problems | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
| Nov-2018 | Computation of market risk measures with stochastic liquidity horizon | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis |
| 1-Jan-2023 | Continuing Risks | Constantinescu, Corina; Guillén, Montserrat; Steffensen, Mogens |
| 22-Jul-2002 | Control interno y control de gestión de instrumentos financieros derivados | Osés García, Javier |
| 2017 | Cuantificación del riesgo de pérdida: cópulas y probit multivariante | Pedro Cascón, Carla de |
| Mar-2016 | Cuantificación del riesgo para la tarificación en seguros de automóvil | Padilla Barreto, Alemar Elaine; Bolancé Losilla, Catalina; Guillén, Montserrat |
| Dec-2018 | Currency downside risk, liquidity, and financial stability | Chuliá Soler, Helena; Fernández Mejía, Julián; Uribe Gil, Jorge Mario |
| 2023 | CVA with wrong-way risk and correlation between defaults: An application to an interest rate swap | Galisteo, Merche; Morillo, Isabel; Preixens, Teresa |
| 2022 | Daily Growth at Risk: financial or real drivers? The answer is not always the same | Chuliá Soler, Helena; Garrón, Ignacio; Uribe Gil, Jorge Mario |
| 30-Nov-2022 | Dependence and Systemic Risks in Financial Markets: Spatial and Upper Tail Analysis | Acuña, Carlos |
| 10-Jun-2015 | Discrete Schur-constant models | Castañer, Anna; Claramunt Bielsa, M. Mercè; Lefèvre, Claude; Loisel, Stéphane |
| 2018 | Distortion risk measures for nonnegative multivariate risks | Belles Sampera, Jaume; Guillén, Montserrat; Sarabia Alegría, José María; Prieto, Faustino |
| May-2023 | Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets | Gómez-Puig, Marta; Pieterse-Bloem, Mary; Sosvilla Rivero, Simón |
| 2023 | Economic uncertainty and suicide mortality in post-pandemic England | Sorić, Maša; Sorić, Petar; Clavería González, Óscar |
| 29-Jan-2016 | El impacto de las técnicas VaR en los mercados financieros : enfoque basado en la simulación multiagente | Llacay Pintat, Bàrbara |
| 2019 | Equilibrium distributions and discrete Schur-constant models | Castañer, Anna; Claramunt Bielsa, M. Mercè |
| 18-Jan-2019 | Error de cobertura en tiempo discreto para opciones financieras | Wu, Henglong |
| 23-Feb-2018 | Essays on Risk and Uncertainty in Economics and Finance | Uribe Gil, Jorge Mario |
