Vol. 12 No. 4: Octubre - Diciembre 2017

View Vol. 12 No. 4: Octubre - Diciembre 2017

Published: 2017-10-02

Editorial

Editorial

Adriana María Berrocal González
- PDF (Español (España))
Nota del Editor

Gerardo Dubcovsky
- PDF (Español (España))
- PDF

Research and Review Articles

Operational Risk Measured by Bayesian Networks with a Poisson-Gamma Joint Distribution in a Financial Firm.

Griselda Dávila-Aragón, Salvador Rivas-Aceves, Francisco Ortiz-Arango
- PDF
- XML_JATS
Estimation of Market Risk Measures in Mexican Financial Time Series

Alberto Saavedra Espinosa
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- XML_JATS
Pricing Asian Options with Floating Exercise Price Equal to the Arithmetic Mean: An Optimal Stochastic Control Approach

María Teresa Verónica Martínez-Palacios, Ambrosio Ortiz-Ramírez, José Francisco Martínez-Sánchez
- PDF (Español (España))
- XML_JATS (Español (España))
Estimation of Structural Models and the Evolution of the Peso-Dollar Exchange Rate after the Subprime Crisis

Jorge Ibarra Salazar, José de Jesús Salazar Cantú, Rafael Navarro Aguirre
- PDF (Español (España))
- XML_JATS (Español (España))
Spreads Determinants of Corporate Bonds in State-Owned Companies. The CODELCO Case

Francisco Castañeda, Víctor Caro, Franco Contreras
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- XML_JATS