The aim of this paper is to show the convenience of using mathematical tools from quantum mechanics to solve some financial problems. In particular, the Vasicek short-rate model in continuous time is discussed in the framework of the Feynman path integral. To do this, the Lagrangian of the...

Spanish Abstract: En este trabajo se presenta un marco teórico que conjunta y ordena sistemáticamente, en cuanto a complejidad y realismo, varios modelos disponibles en la literatura especializada para estimar la distribución de la volatilidad de los rendimientos diarios de indices...

This paper proposes an index for determining those banking institution in Mexico that should transfer their credit card portfolios risk credit through Asset Back-Securities (ABSs). This is done recurring to models for predicting insolvency developed by Robert Altman (1968) and Discriminant...

Este artículo trata sobre la inversión en mercados de opciones y desarrolla un procedimiento inferencial Bayesiano para evaluar el precio de opciones europeas que permite combinar formalmente la información de las series históricas de precios del subyacente y opciones con las expectativas...

Social and individual awareness of aspects related to sustainability has given rise to the appearance of a new style of consumption that is more conscious and focused on the quality and quality of products beyond quantity. In addition, there is a growing trend towards the demand for goods linked...

Social and individual awareness of aspects related to sustainability has given rise to the appearance of a new style of consumption that is more conscious and focused on the quality and quality of products beyond quantity. In addition, there is a growing trend towards the demand for goods linked...

Taking as its core the attitude toward the advertisement, this study attempts to determine the mechanisms through which advertising influences consumers' attitudes and buying behaviour. These mechanisms are analysed in terms of involvement with the message and with the execution of the ad, and...

This paper aims to analyse the underlying factors of varied behaviour shown in the store set of purchase of households during a time period (temporal variation). In order to examine whether there are differences between households with and without shopping varied behaviour, a Bayesian Separate...