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Prima de riesgo del mercado utilizada para España: Encuesta 2011
Fernández, Pablo; Aguirreamalloa, Javier; Corres, Luis - 2011
Persistent link: https://www.econbiz.de/10009239478
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Rentabilidad de los fondos de inversión en España 1991 - 2009
Fernández, Pablo; Campo, Javier del - 2010
Persistent link: https://www.econbiz.de/10003984123
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Opciones y valoración de instrumentos financieros
Fernández, Pablo - 1991
Persistent link: https://www.econbiz.de/10000838640
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Valoración de activos financieros por el método de las martingalas
Ariño, Miguel A. - In: Investigaciones económicas 16 (1992) 1, pp. 89-97
Persistent link: https://www.econbiz.de/10001124117
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Classical and Bayesian estimation of volatility in the Black-Scholes model
Cangrejo Esquivel, Alvaro Javier; Tovar Cuevas, José Rafael - In: Revista de Métodos Cuantitativos para la Economía y … 34 (2022), pp. 237-262
volatility, since this is precisely the variable that is negotiated. We present then a statistical methodology for the estimation … of the volatility parameter for an asset using methods of the Bayesian approach to statistics. As prior distributions for … volatility parameter, models of the Gamma family and the Standard Levy are assumed. The results obtained using the proposed …
Persistent link: https://www.econbiz.de/10014494469
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¿Qué tan sensibles son los mercados financieros al brote por COVID-19? Evidencia de los mercados de Estados Unidos y Colombia
Ramírez Quintero, James Duvan; Marulanda Piedrahita, … - In: Revista de Métodos Cuantitativos para la Economía y … 36 (2023), pp. 1-23
COVID-19 pandemic on the dates of study, as the main result it is obtained that in general there is a very high volatility …
Persistent link: https://www.econbiz.de/10014494562
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¿Qué tan sensibles son los mercados financieros al brote por COVID-19? : evidencia de los mercados de Estados Unidos y Colombia
Ramírez Quintero, James Duvan; Marulanda Piedrahita, … - In: Revista de métodos cuantitativos para la economía y … 36 (2023), pp. 1-23
COVID-19 pandemic on the dates of study, as the main result it is obtained that in general there is a very high volatility …
Persistent link: https://www.econbiz.de/10014452083
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Classical and Bayesian estimation of volatility in the Black-Scholes model
Cangrejo Esquivel, Alvaro Javier; Tovar Cuevas, José Rafael - In: Revista de métodos cuantitativos para la economía y … 34 (2022), pp. 237-262
volatility, since this is precisely the variable that is negotiated. We present then a statistical methodology for the estimation … of the volatility parameter for an asset using methods of the Bayesian approach to statistics. As prior distributions for … volatility parameter, models of the Gamma family and the Standard Levy are assumed. The results obtained using the proposed …
Persistent link: https://www.econbiz.de/10013486201