Serna Calvo, Gregorio Manuel
Publications
- Articles 19
- Books 0
- Book chapters 3
- Conferences 1
- Working papers 0
- Technical reports 0
- Research projects 0
- Supervised theses 0
- Patent or software license 0
Una alternativa per al finançament de les necessitats de les persones grans: la hipoteca inversa
- Iván de la Fuente Merencio
- Eliseo Navarro Arribas
- Gregorio Serna Calvo
Anuari de l'envelliment: Illes Balears (p. 71-84) - 2019
Editor: Universidad de las Islas Baleares = Universitat de les Illes Balears
- ISSN/ISBN 2174-7997
Modelos alternativos de valoración de opciones sobre acciones: una aplicación al mercado español
- Angel León Valle
- Gregorio Serna Calvo
Cuadernos económicos de ICE (p. 33-50) - 2005
Editor: Secretaría de Estado de Comercio
- ISSN/ISBN 0210-2633
On the predictive ability of conditional market skewness
- Gregorio Serna Calvo
Documentos de Trabajo (IAES, Instituto Universitario de Análisis Económico y Social) (p. 1-20) - 2021
Editor: Instituto Universitario de Análisis Económico y Social (IAES)
- ISSN/ISBN 1139-6148
The stochastic seasonal behavior of energy commodity convenience yields
- Mirantes, A.G.
- Población, J.
- Serna, G.
Energy Economics (p. 155-166) - 2013
10.1016/j.eneco.2013.06.011 View at source
- ISSN/ISBN 0140-9883
Smiles, bid-ask spreads and option pricing
- Peña, I.
- Rubio, G.
- Serna, G.
European Financial Management (p. 351-374) - 2001
10.1111/1468-036x.00160 View at source
- ISSN/ISBN 1468-036X
The Stochastic Seasonal Behaviour of Natural Gas Prices
- Mirantes, A.G.
- Población, J.
- Serna, G.
European Financial Management (p. 410-443) - 2012
10.1111/j.1468-036x.2009.00533.x View at source
- ISSN/ISBN 1354-7798
Hedging voyage charter rates on illiquid routes
- Mirantes, A.G.
- Población, J.
- Serna, G.
International Journal of Shipping and Transport Logistics (p. 197-211) - 2020
Editor: Inderscience Publishers
10.1504/ijstl.2020.107231 View at source
- ISSN/ISBN 1756-6525
OPtion Pricing Based on A Log-Skew-Normal Mixture
- Jiménez, J.A.
- Arunachalam, V.
- Serna, G.M.
International Journal of Theoretical and Applied Finance - 2015
Editor: World Scientific Publishing Co. Pte Ltd
10.1142/s021902491550051x View at source
- ISSN/ISBN 0219-0249
Estimating regulatory capital requirements for reverse mortgages. An international comparison
- Fuente, I.D.L.
- Navarro, E.
- Serna, G.
International Review of Economics and Finance (p. 239-252) - 2021
Editor: Elsevier Inc.
10.1016/j.iref.2021.03.001 View at source
- ISSN/ISBN 1059-0560
This researcher has no books.
Analysing the dynamics of the refining margin: Implications for valuation and hedging
- Mirantes, A.G.
- Población, J.
- Serna, G.
Commodities (p. 95-118) - 2015
Editor: CRC Press
- ISSN/ISBN 9781498712323
Analysing the dynamics of the refining margin: Implications for valuation and hedging
- Mirantes, A.G.
- Población, J.
- Serna, G.
Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing (p. 101-124) - 2022
Editor: CRC Press
10.1201/9781003265399-6 View at source
- ISSN/ISBN 9781032208176
Estimating the no-negative-equity guarantee in reverse mortgages: International sensitivity analysis
- de la Fuente, I.
- Navarro, E.
- Serna, G.
Contributions to Management Science (p. 223-239) - 2018
Editor: Springer
10.1007/978-3-319-95285-7_13 View at source
- ISSN/ISBN 2197-716X
Estimating regulatory capital requirements for reverse mortgages: An international comparison
- De La Fuente, I.
- Navarro, E.
- Serna, G.
Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018 (p. 301-304) - 2018
Editor: Springer International Publishing AG
10.1007/978-3-319-89824-7_54 View at source
- ISSN/ISBN 9783319898230
This researcher has no working papers.
This researcher has no technical reports.
This researcher has no research projects.
This researcher has no supervised thesis.
This researcher has no patents or software licenses.
Research groups
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Ciencias Actuariales y Financieras / Actuarial and Financial Sciences
Role: Responsable
Researcher profiles
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ORCID
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Dialnet id