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Serna Calvo, Gregorio Manuel

Economía y Dirección de Empresas / Universidad de Alcalá

Publications

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

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

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

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

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

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

Is the refining margin stationary?

  • Población, J.
  • Serna, G.

International Review of Economics and Finance (p. 169-186) - 2016

Editor: Elsevier Inc.

10.1016/j.iref.2016.04.011 View at source

  • ISSN/ISBN 1059-0560

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

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

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.

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 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.

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