1. Dipòsit Digital de la Universitat de Barcelona

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Results 1-10 of 14 (Search time: 0.12 seconds).
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Issue DateTitleAuthor(s)
14-Mar-2014Time-varying integration in european government bond marketsChuliá Soler, Helena; Gómez-Puig, Marta; Abad, Pilar
2013European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and IntegrationAbad, Pilar; Chuliá Soler, Helena
11-Oct-2020Pricing cumulative loss derivatives under additive models via Malliavin calculusKhalfallah, Mohammed El-arbi; Hadji, Mohammed Lakhdar; Vives i Santa Eulàlia, Josep, 1963-
2017Overreaction and Noise TradingPérez Gatti, Diego
2005Gestió d’actius i passius. Immunització financeraClusella Giménez, Sandra
18-Jan-2019An introduction to the mathematical cornerstone of financial derivativesMorera Morales, Adrià
Feb-2019Anàlisi financera del risc de tipus d’interès d’un préstec a tipus variable amb cobertura amb swapBarba Cánovas, Daniel
18-Jan-2019Optimal portfolios ans pricing modelsCastells Benet, Sergi
14-Apr-2021Decomposition formula for rough Volterra stochastic volatility modelsMerino, Raúl; Pospí il, Jan; Sobotka, Tomá ; Sottinen, Tommi; Vives i Santa Eulàlia, Josep, 1963-
Jun-2015Structured equity products. General understanding and basic structure formalizationHoms Caballero, Sergi

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