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Linear and nonlinear interest rate exposure in Spain
Ferrer, Román; González, Cristóbal; Soto, Gloria M. - In: Managerial finance 36 (2010) 5, pp. 431-452
Persistent link: https://www.econbiz.de/10008408489
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Impacto del riesgo de interés sobre las acciones del sector bancario español
Ballester, Laura; Ferrer, Román; González, Cristóbal - In: Revista española de financiación y contabilidad 38 (2009) 142, pp. 213-237
Persistent link: https://www.econbiz.de/10009957572
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TRIBUNA DE ECONOMÍA - Análisis sectorial de la exposición al riesgo de interés de las empresas españolas
Lapeña, Román Ferrer; Baixauli, Cristóbal González; … - In: Información comercial española : ICE ; revista de … (2008) 841, pp. 135-148
Persistent link: https://www.econbiz.de/10008058883
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Grado en International Business e intensificación curricular en finanzas y contabilidad : propuesta de la Universidad de València
González, Cristóbal - In: Revista española de financiación y contabilidad 38 (2009) 142, pp. 311-330
Persistent link: https://www.econbiz.de/10009957568
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Managing interest rate risk : the next challenge?
Nawalkha, Sanjay K.; Soto, Gloria M. - In: Journal of investment management : JOIM 7 (2009) 3, pp. 86-100
Persistent link: https://www.econbiz.de/10010006506
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Simple formulas for financial analysts for pricing zero-dividend and positive-dividend stocks
Nawalkha, Sanjay K.; Luca, J. Alberto de; Soto, Gloria M. - In: Investment management and financial innovations 8 (2011) 1, pp. 157-167
Persistent link: https://www.econbiz.de/10009910718
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Pricing American Interest Rate Options Under the Jump-Extended Vasicek Model
Beliaeva, Natalia A.; Nawalkha, Sanjay K.; Soto, Gloria M. - In: The journal of derivatives : the official publication … 16 (2008) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10008099505
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Duration models and IRR management: A question of dimensions?
Soto, Gloria M. - In: Journal of banking & finance 28 (2004) 5, pp. 1089-1110
Persistent link: https://www.econbiz.de/10005884242
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Generalized M-vector models for hedging interest rate risk
Nawalkha, Sanjay K.; Soto, Gloria M.; Zhang, Jun - In: Journal of banking & finance 27 (2003) 8, pp. 1581
Persistent link: https://www.econbiz.de/10005886749
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Immunization derived from a polynomial duration vector in the Spanish bond market
Soto, Gloria M. - In: Journal of banking & finance 25 (2001) 6, pp. 1037-1058
Persistent link: https://www.econbiz.de/10005893108