Gerardo Hernndez del Valle - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014

Title Other author(s)

A Functional Approach to Test Trending Volatility

Bank of Mexico Working Papers [View] (Paper: 2016-04, 27.04.2016)

JEL: C22, C51, E31, Q18

On the pricing of defaultable bonds and Hitting times of Ito processes

Bank of Mexico Working Papers [View] (Paper: 2015-21, 28.11.2015)

JEL: C60, G00, G01

Valuation of credit default swaps via Bessel bridges

Bank of Mexico Working Papers [View] (Paper: 2014-27, 29.12.2014)

JEL: G0, G1

Papers by year: All | 2016 | 2015 | 2014