Manuel Moreno

发表

Australian Options

Javier F. Navas, Manuel Moreno, 2004 .

under a Stochastic String Model

Javier F. Navas, Manuel Moreno, Alberto Bueno-Guerrero, 2015 .

Centre de Referència en Economia Analítica

Javier F. Navas, Manuel Moreno, Manuel Moreno, 2003 .

ETS Markets and Electricity Futures Prices

Manuel Moreno, Samy Dana, 2011 .

Some Insights on the Behavior of the Mutual Fund Industry in Spain

Manuel Moreno, Gonzalo Rubio, 2007 .

Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers

Manuel Moreno, Á. León, 2015 .

Importance Sampling and the Spanish Financial System

Manuel Moreno, Rubén García-Céspedes, 2013 .

Tail Risk in Energy Portfolios

Manuel Moreno, Carlos G. Pedraz, J. I. Peña, 2014 .

Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter?

Naroa Marroquín-Martínez, Manuel Moreno, Manuel Moreno, 2013, Eur. J. Oper. Res..

Real Options Valuation Under Uncertainty

Manuel Moreno, Federico Platania, M. Lambert, 2015 .

The impact of external market conditions on R&D valuation

Manuel Moreno, Federico Platania, M. Lambert, 2017 .

Estimating the distribution of total default losses on the Spanish Financial system

Manuel Moreno, Rubén García-Céspedes, 2014 .

On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives

Manuel Moreno, Javier F. Navas, Manuel Moreno, 2007 .

Stochastic String Models with Continuous Semimartingales

Javier F. Navas, Manuel Moreno, Alberto Bueno-Guerrero, 2014 .

Portfolio selection with commodities under conditional copulas and skew preferences

Manuel Moreno, J. I. Peña, Carlos González-Pedraz, 2014 .

Portfolio selection with commodities under conditional asymmetric dependence and skew preferences ∗

Manuel Moreno, J. I. Peña, Carlos González-Pedraz, 2012 .

Tools for Rounding Up the Herd: The Role of the Trading Volume ⁄

Manuel Moreno, 2010 .

Analysis of the Strength of the Market Movement Using the Information Content in the Trading Volume

Manuel Moreno, 2007 .

Taylor Expansion Based Methods to Measure Credit Risk

Manuel Moreno, Rubén García-Céspedes, 2014 .

Managing Interest Rate Risk under Non-Parallel Changes: An Application of a Two-Factor Model

Manuel Moreno, 2007 .

Random LGD adjustments in the Vasicek credit risk model

Manuel Moreno, Rubén García-Céspedes, 2016, The European Journal of Finance.

Optimal Demand for Long-Term Bonds when Returns are Predictable

Rafael Repullo, Manuel Moreno, 2001 .

A Two-Mean Reverting-Factor Model of the Term Structure of Interest Rates

Manuel Moreno, 1996 .

Implied volatility indices : an empirical analysis based on stochastic volatility continuous-time models

Manuel Moreno, Jennifer Pérez-Jiménez, 2018 .

One-Sided Performance Measures Under Gram-Charlier Distributions

Manuel Moreno, Á. León, 2016 .

Risk Management Under a Two-Factor Model of the Term Structure of Interest Rates

Manuel Moreno, 1998 .

Immunization of Bond Portfolios: A New General Framework

Javier F. Navas, Manuel Moreno, Alberto Bueno-Guerrero, 2015 .

Long-Term Swings and Seasonality in Energy Markets

A. Novales, Manuel Moreno, Federico Platania, 2016, Eur. J. Oper. Res..

Statistical properties and economic implications of jump-diffusion processes with shot-noise effects

Manuel Moreno, Winfried Stute, Pedro Serrano, 2011, Eur. J. Oper. Res..

Pricing of agricultural derivatives : an approach based on models with mean reversion and seasonality

Manuel Moreno, Natalia Del Campo-Bustos, 2018 .

A cyclical square-root model for the term structure of interest rates

Manuel Moreno, Federico Platania, Manuel Moreno, 2015, Eur. J. Oper. Res..

World Finance Conference

Manuel Moreno, Federico Platania, M. Lambert, 2015 .

A term structure model under cyclical fluctuations in interest rates

A. Novales, Manuel Moreno, Federico Platania, 2018, Economic Modelling.

On the Empirical Behavior of Stochastic Volatility Models: Do Skewness and Kurtosis Matter?

Javier F. Navas, Manuel Moreno, Marco M. García-Alonso, 2012 .

The Stochastic String Model as a Unifying Theory of the Term Structure of Interest Rates

Javier F. Navas, Manuel Moreno, Alberto Bueno-Guerrero, 2014 .

PRICING TRANCHED CREDIT PRODUCTS WITH GENERALIZED MULTIFACTOR MODELS

Juan Ignacio Peña Sánchez de Rivera, Manuel Moreno, P. Serrano, 2007 .

Bond market completeness under stochastic strings with distribution-valued strategies

Javier F. Navas, Manuel Moreno, Alberto Bueno-Guerrero, 2015, Quantitative Finance.

Hedging Asian Bond Options with Malliavin Calculus Under Stochastic String Models

Javier F. Navas, Manuel Moreno, Alberto Bueno-Guerrero, 2018 .

An Approximate Multi-Period Vasicek Credit Risk Model

Manuel Moreno, Rubén García-Céspedes, 2016 .

Business Cycle and Interest Rates: Pricing and Risk Management under a New Term Structure Model

Manuel Moreno, Federico Platania, 2011 .

Derivatives Pricing Under a New Macro-Financial Square-Root Process for the Term Structure of Interest Rates

Manuel Moreno, Federico Platania, 2011 .

GARCH Modeling of Robust Market Returns

Manuel Moreno, Lucía Cuadro-Sáez, 2007 .