Pedro Serrano
Pedro Serrano
Associate Professor of Finance at UC3M
Verified email at - Homepage
TitleCited byYear
What drives corporate default risk premia? Evidence from the CDS market
A Díaz, J Groba, P Serrano
Journal of International Money and Finance 37, 529-563, 2013
The impact of distressed economies on the EU sovereign market
J Groba, JA Lafuente, P Serrano
Journal of Banking & Finance 37 (7), 2520-2532, 2013
Statistical properties and economic implications of jump-diffusion processes with shot-noise effects
M Moreno, P Serrano, W Stute
European Journal of Operational Research 214 (3), 656-664, 2011
Pricing tranched credit products with generalized multifactor models
M Moreno, JI Peña Sánchez de Rivera, P Serrano
Numerical Pricing of Collateral Debt Obligations: A Monte Carlo Approach
M Moreno, P Serrano
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Articles 1–5