Skip navigation
Home
Browse
Communities
& Collections
Browse Items by:
Issue Date
Author
Title
Subject
???browse.menu.advisor???
???browse.menu.type???
Help
Language
español
English
Sign on to:
My DSpace
Receive email
updates
Edit Profile
Repositorio Universidad Pontificia Comillas
Browsing by Author 0000-0002-6504-5328
Jump to:
0-9
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
or enter first few letters:
Sort by:
title
issue date
submit date
In order:
Ascending
Descending
Results/Page
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Authors/Record:
All
1
5
10
15
20
25
30
35
40
45
50
Showing results 1 to 20 of 21
next >
Issue Date
Title
Author(s)
-
Debt Maturity and Growth Options
Ibañez Rodríguez, Alfredo
1
Dispersion Measures as Risk Immunization Measures
Ibañez Rodríguez, Alfredo
;
Balbas, Alejandro
;
Lopez, Susana
14
Economía Política Internacional
Arahuetes García, Alfredo
;
Robinson, Robert Andrew
;
Aracil Fernández, Elisa María
;
Arahuetes García, Alfredo
;
González González, Emilio José
;
Ibáñez Rodríguez, Alfredo
;
Robinson, Robert Andrew
;
Wirth, Eszter
;
, Departamento de Economía
-
European Puts, Credit Protection, and Endogenous Default
Ibañez Rodríguez, Alfredo
1
Factorization of European and American Option Prices under Complete and Incomplete Markets
Ibañez Rodríguez, Alfredo
17
Gestión de Carteras e Inversiones / Portfolio Management and Investments
Cervera Conte, Ignacio
;
Cervera Conte, Ignacio
;
Corzo Santamaría, María Teresa
;
Ibáñez Rodríguez, Alfredo
;
Marcos Mallo, Óscar
;
Prieto Funes, Ignacio
;
, Departamento de Gestión Financiera
25
Macroeconomía Internacional
Fernández Jurado, María Yolanda
;
Aracil Fernández, Elisa María
;
Aza Custodio, Claudia
;
Baanante Gismero, Almudena
;
Dolan, Leo
;
Fernández Jurado, María Yolanda
;
González González, Emilio José
;
Ibáñez Rodríguez, Alfredo
;
, Asignaturas Grado/Máster ICAI - organizadas otros centros
29
Macroeconomía internacional / International Macroeconomics
Aracil Fernández, Elisa María
;
Aracil Fernández, Elisa María
;
Dolan, Leo
;
Ibáñez Rodríguez, Alfredo
;
, Asignaturas Grado/Máster ICAI - organizadas otros centros
1
Maxmin Portfolios in Models where Immunization is not Feasible
Ibañez Rodríguez, Alfredo
;
Balbas, Alejandro
1
Monte Carlo Valuation of American Options trough Computation of the Optimal Exercise Frontier
Ibañez Rodríguez, Alfredo
;
Zapatero, Fernando
-
Recursive Lower and Dual Upper Bounds for Bermudan-style Options
Ibañez Rodríguez, Alfredo
;
Velasco Gomez, Carlos
16
Recursive lower and dual upper bounds for Bermudan-style options
Ibañez Rodríguez, Alfredo
;
Velasco Gomez, Carlos
1
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium
Ibañez Rodríguez, Alfredo
1
La Sensibilidad de las Carteras Inmunizadas con respecto al Periodo de Planificacion del Inverso
Ibañez Rodríguez, Alfredo
;
Balbas, Alejandro
1
The Cross-section of Average Delta-hedge Option Returns under Stochastic Volatility
Ibañez Rodríguez, Alfredo
1
The eurozone (expected) inflation: An option's eyes view
Ibañez Rodríguez, Alfredo
;
Gimeno Nogués, Ricardo
1
The optimal method for pricing Bermudan options by simulation
Ibañez Rodríguez, Alfredo
;
Velasco Gomez, Carlos
1
The Sensitivity of American Options to Suboptimal Exercise Strategies
Ibañez Rodríguez, Alfredo
;
Paraskevopoulos, Ioannis
21-Sep-2010
The Sensitivity of American Options to Suboptimal Exercise Strategies
Paraskevopoulos, Ioannis
;
Ibañez Rodríguez, Alfredo
1
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities,? Mathematical Finance, 2004
Ibañez Rodríguez, Alfredo