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
Proposal for calculating regulatory capital requirements for reverse mortgages
- de la Fuente, I.
- Navarro, E.
- Serna, G.
Socio-Economic Planning Sciences - 2023
Editor: Elsevier Ltd
10.1016/j.seps.2023.101659 View at source
- ISSN/ISBN 0038-0121
Commodity derivative valuation under a factor model with time-varying market prices of risk
- Mirantes, A.G.
- Población, J.
- Serna, G.
Review of Derivatives Research (p. 75-93) - 2015
Editor: Springer Science and Business Media, LLC
10.1007/s11147-014-9104-1 View at source
- ISSN/ISBN 1573-7144
Autoregresive conditional volatility, skewness and kurtosis
- León, Á.
- Rubio, G.
- Serna, G.
Quarterly Review of Economics and Finance (p. 599-618) - 2005
10.1016/j.qref.2004.12.020 View at source
- ISSN/ISBN 1062-9769
On the predictive ability of conditional market skewness
- Serna, G.
Quarterly Review of Economics and Finance - 2022
Editor: Elsevier B.V.
10.1016/j.qref.2022.11.001 View at source
- ISSN/ISBN 1062-9769
Analyzing the dynamics of the refining margin: Implications for valuation and hedging
- Mirantes, A.G.
- Población, J.
- Serna, G.
Quantitative Finance (p. 1839-1855) - 2012
10.1080/14697688.2012.708430 View at source
- ISSN/ISBN 1469-7688
Reverse mortgage risks. Time evolution of VAR in lump-sum solutions
- de la Fuente, I.
- Navarro, E.
- Serna, G.
Mathematics (p. 1-17) - 2020
Editor: MDPI AG
10.3390/math8112043 View at source
- ISSN/ISBN 2227-7390
Measuring bulk shipping prices risk
- Población, J.
- Serna, G.
Maritime Economics and Logistics (p. 291-309) - 2021
Editor: Palgrave Macmillan
10.1057/s41278-019-00129-3 View at source
- ISSN/ISBN 1479-294X
A common long-term trend for bulk shipping prices
- Población, J.
- Serna, G.
Maritime Economics and Logistics (p. 421-432) - 2018
Editor: Palgrave Macmillan Ltd.
10.1057/s41278-017-0065-9 View at source
- ISSN/ISBN 1479-294X
Why do we smile? on the determinants of the implied volatility function
- Peña, I.
- Rubio, G.
- Serna, G.
Journal of Banking and Finance (p. 1151-1179) - 1999
Editor: Elsevier
10.1016/s0378-4266(98)00134-4 View at source
- ISSN/ISBN 0378-4266
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.
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
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
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
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
-
Ciencias Actuariales y Financieras / Actuarial and Financial Sciences
Role: Responsable
Researcher profiles
-
ORCID
-
Dialnet id