Red de Bibliotecas Virtuales de Ciencias Sociales en
América Latina y el Caribe

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Vista previa	Fecha de publicación	Título	Autor(es)
	-	Resúmenes/Abstracts	-
	-	Prediction of the cheapest to deliver in futures contracts on short, medium and long term notional bonds	-
	-	About effects of incorporating fixed and proportional transaction costs in the valuation of financial options by the Cox, Ross, Rubinstein model	-
	-	Optimization of trading strategies with moving averages for oil futures using genetic algorithms	-
	-	A note about option pricing and nonlinear partial differential equations (I)	-
	-	Stochastic model for risky assets price using Hawkes processes	-
	-	Presentation	-
	-	Valuation of climatic options: an application for the rice sector of Yopal (Colombia)	-
	-	A model of market creation with high frequency trading	-
	-	Methodological proposal for pricing options over USD-COP exchange rate	-
	-	Application of real options in the financial valuation of a oil field	-
	-	Presentation	-
	-	Resúmenes – Abstracts	-
	-	Ross’s recovery theorem. Explanation, extensions and and some applications	-
	-	Absence of Arbitrage, equivalent measures and the Fundamental Theorem of asset pricing	-
	-	Variation of the exchange rate as a process stochastic and its effect on the Colombian fiscal deficit	-
	-	Feller Stochastic process and Cox-Ingersoll-Ross model: Interest rate modeling and bond valuation	-
	-	Performance measures by quotients and stochastic dominance of first and second order	-
	-	Presentación	-
	-	Resúmenes/Abstracts	-