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Guillermo Magnou
Guillermo Magnou
Integración AFAP
Verified email at integracionafap.com.uy - Homepage
Title
Cited by
Cited by
Year
An Application of Extreme Value Theory for Measuring Financial Risk in the Uruguayan Pension Fund
G Magnou
COMPENDIUM 4 (7), 1-19, 2017
182017
Modelling Credit Risk: The Loss Distribution of a Loan Portfolio
G Magnou
COMPENDIUM 5 (12), 77-90, 2018
72018
PRICING BOND OPTIONS IN EMERGING MARKETS: A CASE STUDY
G Magnou, E Mordecki, A Sosa
Journal of Dynamics and Games 5 (1), 21-30, 2018
22018
Pricing Interest Rate Derivatives: An Application to the Uruguayan Market
G Magnou
Revista de Economía 24 (2), 123-150, 2017
12017
An extreme value theory approach for measuring financial risk in the Uruguayan pension funds
G Magnou
Revista de Economía 24 (1), 155-175, 2017
12017
Modelación del Riesgo de Crédito: la pérdida de distribución de una cartera de préstamos
G Magnou
COMPENDIUM: Cuadernos de Economía y Administración 5 (12), 77-90, 2018
2018
Opciones financieras sobre bonos: Una aplicación para el mercado uruguayo.
GE Magnou Romero
2015
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