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Serna Calvo, Gregorio Manuel

Economía y Dirección de Empresas / Universidad de Alcalá

Publications

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

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

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

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

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

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

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

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

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

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

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 (p. 95-118) - 2015

Editor: CRC Press

10.1201/b19020 View at source

  • 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 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.

Last data update: 9/21/23 1:52 PM