Browsing by Author Ortiz Gracia, Luis
Showing results 21 to 30 of 30
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| Issue Date | Title | Author(s) |
|---|---|---|
| Oct-2019 | Quantifying credit portfolio losses under multi-factor models | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.) |
| 2023 | Regulatory capital for credit risk: Is there a loophole in the system? | Teji, Abhishek |
| 11-Sep-2018 | Shannon wavelets inverse Fourier technique for computacional finance | Garcı́a Villa, Felipe |
| 27-Jul-2023 | Students' perception of team-based learning: Evidence in Economics | Abío, Gemma; Alcañiz, Manuela; Gómez-Puig, Marta; Ortiz Gracia, Luis; Royuela Mora, Vicente; Rubert, Glòria; Serrano, Mònica (Serrano Gutiérrez); Stoyanova, Alexandrina Petrova |
| 2016 | Superficie de volatilidad e interpolación de opciones del Ibex no cotizadas | Madaula Esquirol, Oriol |
| Mar-2021 | SWIFT Calibration of the Heston model | Romo, Eudald; Ortiz Gracia, Luis |
| 2018 | SWIFT valuation of discretely monitored arithmetic Asian options | Leitao, Alvaro; Ortiz Gracia, Luis; Wagner, Emma I. |
| 2020 | Tarificación de seguros hipotecarios | Gayet Mas, Ramon |
| 1-Mar-2021 | The CTMC-Heston model: calibration and exotic option pricing with SWIFT | Leitao, Alvaro; Kirkby, J. Lars; Ortiz Gracia, Luis |
| Jul-2017 | Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.) |