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The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.
Mayoral Blaya, Silvia smayoral@emp.uc3m.es
Publications
- Articles 24
- Books 2
- Book chapters 1
- Conferences 3
- Working papers 0
- Technical reports 0
- Research projects 8
- Supervised theses 1
- Patent or software license 0
Calibration of short rate term structure models from bid-ask coupon bond prices
- Gomes Goncalves, Erika
- Gzyl ., Henryk
- Mayoral Blaya, Silvia
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (p. 1456-1472) - 2/2018
https://doi.org/10.1016/j.physa.2017.11.073 View at source
- EISSN 1873-2119
- ISSN 0378-4371
Determination of zero-coupon and spot rates from treasury data by maximum entropy methods
- Gzyl Buchholz, Henryk
- Mayoral Blaya, Silvia
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (p. 38-50) - 8/2016
https://doi.org/10.1016/j.physa.2016.02.066 View at source
- EISSN 1873-2119
- ISSN 0378-4371
Tracking a Well Diversified Portfolio with Maximum Entropy in the Mean
- Arratia, Argimiro
- Gzyl, Henryk
- Mayoral Blaya, Silvia
Mathematics (p. 557-1-557-14) - 2/2022
https://doi.org/10.3390/math10040557 View at source
- ISSN 2227-7390
Properties of Distortion Risk Measures
- Balbas De La Corte, Alejandro
- Garrido Manso, Jose
- Mayoral Blaya, Silvia
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY (p. 385-399) - 9/2009
https://doi.org/10.1007/s11009-008-9089-z View at source
- EISSN 1573-7713
- ISSN 1387-5841
Numerical approach to the risk capital allocation problem
- Gzyl ., Henryk
- Mayoral Blaya, Silvia
Journal of Risk (p. 55-78) - 7/2021
10.21314/jor.2021.009 View at source
- ISSN 1755-2842
Sample dependence of risk premiums
- Gzyl ., Henryk
- Mayoral Blaya, Silvia
- Gonçalves Pereira, Erika Patricia
Journal of Operational Risk (p. 21-37) - 6/2019
10.21314/jop.2019.222 View at source
- EISSN 1755-2710
- ISSN 1744-6740
A maximum entropy approach to the loss data aggregation problem
- Gonçalves Pereira, Erika Patricia
- Gzyl Buchholz, Henryk
- Mayoral Blaya, Silvia
Journal of Operational Risk (p. 49-70) - 1/2016
- EISSN 1755-2710
- ISSN 1744-6740
Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator
- Godin, Frederic
- Mayoral Blaya, Silvia
- Morales, Manuel
JOURNAL OF RISK AND INSURANCE (p. 841-866) - 9/2012
https://doi.org/10.1111/j.1539-6975.2011.01445.x View at source
- EISSN 1539-6975
- ISSN 0022-4367
Corporation as Crucial Ally Against Corruption
- Mayoral Blaya, Silvia
- Alvarez Arce, Jose Luis
- Calderon Cuadrado, Reyes
JOURNAL OF BUSINESS ETHICS (p. 319-332) - 1/2009
- EISSN 1573-0697
- ISSN 0167-4544
Quote inefficiency in options markets
- Rodríguez Longarela, Iñaki
- Mayoral Blaya, Silvia
JOURNAL OF BANKING & FINANCE (p. 23-36) - 6/2015
https://doi.org/10.1016/j.jbankfin.2014.11.003 View at source
- EISSN 1872-6372
- ISSN 0378-4266
Loss Data Analysis: the Maximum Entropy Approach
- Gzyl ., Henryk
- Mayoral Blaya, Silvia
- Gonçalves Pereira, Erika Patricia
2018
Editor: De Gruyter
https://doi.org/10.1515/9783110516074 View at source
- ISBN 978-3-11-051607-4
Productos financieros para la transición energética
- Peña Sanchez De Rivera, Juan Ignacio
- Rodriguez Lopez, Rosa
- Mayoral Blaya, Silvia
2020
Editor: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)
- ISBN 978-84-17609-41-2
Corporation as a Crucial Ally Against Corruption. In: Globalization and the Good Corporation
- Castro Reyes, Enrique
- Alvarez Arce, Jose Luis
- Mayoral Blaya, Silvia
Globalization and the Good Corporation - 1/2011
Editor: SPRINGER
- ISBN 978-94-007-0239-4
A Theory of Inefficient Quotes, Empirical Evidence in Options Markets
- Mayoral Blaya, Silvia
XVI Foro de las finanzas - 2008
Application of the Method of Maximum Entropy in Mean to Finance
- Mayoral Blaya, Silvia
Calgary Seminar in Financial Mathematics - 2008
Determination of the Probability Distribution Measures from Market Option Prices using the Method of Maximum Entropy in the Mean
- Gzyl Buchholz, Henryk
- Mayoral Blaya, Silvia
Applied Mathematical Finance (Applied Mathematical Finance) (p. 299-312) - 6/2008
https://doi.org/10.1080/1350486x.2011.621354 View at source
- ISSN 1350-486X
This researcher has no working papers.
This researcher has no technical reports.
S2015/HUM-3353 - EARLYFIN-CM. Nuevas formas de financiación de la innovación.
- Bonache Perez, Jaime Alfonso
- Tribo Gine, Jose Antonio
- Balbas De La Corte, Alejandro
- Muñoz Bullon, Fernando
- Peña Sanchez De Rivera, Juan Ignacio
- Samartin Saenz, Margarita
- Gutierrez Urtiaga, Maria
- Rodriguez Lopez, Rosa
- Mayoral Blaya, Silvia
- Ruiz Verdu, Pablo
- Moreno Muñoz, Jesus David
- Barra Zavaleta, Eduardo
- Melero Martin, Eduardo
- Palomeras Vilches, Neus
- Zarraga Oberty, Celia Maria
- Sanchez Bueno, Maria Jose
- Stirpe, Luigi
- Penalva Zuasti, Jose Sebastian
- Dias Dos Reis, Samira
- Martinez Miera, David
- Guo, Bing
- Toldra Simats, Anna
- Castello Molina, Maria Itziar
- Marin Vigueras, Jose Maria
- Bellon Nuñez-mera, Carlos
- Vicente Rodriguez, Sergio
- Ali, Ayfer Habib
- Ekinci, Emre
- Majid, Faiza
- Kavadis, Nikolaos
- Vazquez Lopez, Antonio
- Von Hippel, Eric
- Lee, Hyun Jung
- Dobrajska, Magdalena
Period: 01-01-2016 - 30-06-2019
Type of funding: Regional
Funding entity: CAM. CONSEJERÍA DE EDUCACIÓN E INVESTIGACION
SEJ2006-15401-C04-03 - Optimización y Economía Financiera.
- Balbas De La Corte, Alejandro
- Garrido Manso, Jose
- Mayoral Blaya, Silvia
- Lopez Gonzalez, Susana
- Perez Fructuoso, Maria Jose
- Downarowicz, Anna
- Balbas Aparicio, Raquel
- Glavan, Silviu-ionut
Period: 01-10-2006 - 30-09-2009
Funding entity: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION
CCG10-UC3M/HUM-5237 - Grupo de Investigación Economía Financiera
- Moreno Muñoz, Jesus David
- Gutierrez Urtiaga, Maria
- Mayoral Blaya, Silvia
- Penalva Zuasti, Jose Sebastian
- Serrano Jimenez, Pedro Jose
- Malagon Penen, Juliana
Period: 01-01-2011 - 29-02-2012
Type of funding: Regional
Funding entity: COMUNIDAD DE MADRID-UC3M
Productos financieros para la transición energética: situación actual, perspectivas de futuro e implicaciones regulatorias
- Peña Sanchez De Rivera, Juan Ignacio
- Rodriguez Lopez, Rosa
- Mayoral Blaya, Silvia
Period: 17-10-2019 - 16-02-2020
Type of funding: Regional
Funding entity: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)
ECO2009-10796 - La responsabilidad social de las empresas y de los bancos: efectos financieros en las inversiones en I+D
- Tribo Gine, Jose Antonio
- Gutierrez Urtiaga, Maria
- Rodriguez Lopez, Rosa
- Mayoral Blaya, Silvia
- Figuerola-ferretti Garrigues, Isabel
- Lopes Mariano, Beatriz Jose
- Penalva Zuasti, Jose Sebastian
Period: 01-01-2010 - 31-12-2012
Type of funding: National
Funding entity: MINISTERIO DE CIENCIA E INNOVACION
Análisis económico y financiero para la valoración sectorial de activos
- Mayoral Blaya, Silvia
- Abad Diaz, David
- Balboa Ramon, Marina
- Leon Valle, Angel Manuel
- Nieto Domenech, Belen Adoracion
- Rubia Serrano, Antonio
Period: 27-04-2010 - 27-04-2012
Type of funding: National
Funding entity: VALORACIONES MEDITERRANEO S.A.
PID2020-115744RB-I00 - NUEVOS INSTRUMENTOS FINANCIEROS PARA LA TRANSICIÓN ENERGÉTICA
- Rodriguez Lopez, Rosa
- Peña Sanchez De Rivera, Juan Ignacio
- Mayoral Blaya, Silvia
- Serrano Jimenez, Pedro Jose
- Floropoulos, Nikolaos
- Colas, Baptiste Emile Jules
Period: 01-09-2021 - 31-08-2025
Type of funding: National
Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)
ECO2012-36559 - La complementariedad entre los Mecanismos de gobierno corporativo de la empresa y su efecto en las decisiones de informacion, Financiacion e inversion
- Tribo Gine, Jose Antonio
- Gutierrez Urtiaga, Maria
- Rodriguez Lopez, Rosa
- Mayoral Blaya, Silvia
- Figuerola-ferretti Garrigues, Isabel
- Lopes Mariano, Beatriz Jose
- Penalva Zuasti, Jose Sebastian
- Malagon Penen, Juliana
- Papiashvili, Nino
- Toldra Simats, Anna
Period: 01-01-2013 - 30-06-2017
Type of funding: National
Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL
This researcher has no patents or software licenses.
Research groups
Researcher profiles
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