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Serna Calvo, Gregorio Manuel

Economía y Dirección de Empresas / Universidad de Alcalá

Publications

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

10.1201/b19020 View at source

  • 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.

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