… The derivation and expression of these moments are long and unenlightening, so we relegate
them to the algebraic appendix (Cochrane and Saá-Requejo 1998). With these moments …

This paper studies the financing decisions of Spanish firms. The results presented in the
paper provide empirical evidence that Spanish firms care about whether the funds are raised …

We price corporate debt from a structural model of firm default. We assume that the capital
market brings about efficient firm default when the continuation value of the firm falls below the …

We offer a new model for pricing bonds subject to default risk. The event of default is remodeled
as the first time that a state variable that captures the solvency of the issue goes below a …

We price corporate debt from a structural model of firm default. We assume that the capital
market brings about efficient firm default when the continuation value of the firm falls below the …

… Ai't-Sahalia, Cochrane and Saá-Requejo (1996) use the same techniques to calculate
bounds on the price of a yield cap in a singularity-free continuous time term structure model. …

Antecedentes y objetivos La vacunación antigripal está recomendada en pacientes con
enfermedades autoinmunes sistémicas que reciben tratamientos biológicos. Evaluar si la …

Mas and Sai-Rcqucjo explain the features of an array of futures contracts and their basic
pricing relationships and describe a few applications to show how investors and risk managers …

Biochar is a carbon-rich solid product obtained by the pyrolysis of organic materials. The
carbon stability of biochar allows that it can be applied to soil for long-term carbon storage. This …

Presentamos varias experiencias de impartición de la asignatura de Estadística llevadas a
cabo durante los cursos 2005-06, 2006-07, 2007-08 en dos grupos de la Escuela …