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Soto, Gloria M.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,399 |
Total
Citations
16 |
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1.
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Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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21 Feb 08
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Last Revised:
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20 Apr 09
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2,469
(1,990)
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interest rates, term structure, bonds, fixed income, Excel
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2.
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Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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1,480
(4,844)
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interest rate, bond, risk management, factor model, principal component
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3.
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Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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26 Apr 09
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Last Revised:
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18 Aug 12
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1,022
(9,087)
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1
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interest rate risk, duration, convexity, key rate, inflation
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4.
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Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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851
(12,111)
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interest rate, yield curve, fixed income, duration, immunization, portfolio strategy
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5.
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Beliaeva, Natalia
Suffolk University - Department of Finance Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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01 Mar 07
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Last Revised:
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20 Apr 09
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815
(12,928)
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Bond options, Interest Rate Trees, Jumps, Vasicek Model, American options
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6.
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Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Beliaeva, Natalia
Suffolk University - Department of Finance Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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678
(16,961)
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term structure models, caps, swaptions, credit default swaps, credit derivatives
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7.
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Beliaeva, Natalia
Suffolk University - Department of Finance Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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421
(32,281)
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1
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Interest rate models, Term structure models, Jumps, CIR, CEV, Trees
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8.
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Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Soto, Gloria M.
University of Murcia - Faculty of Business and Economics Zhang, Jun
affiliation not provided to SSRN
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266
(55,905)
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4
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immunization, duration, interest rate, risk management, fixed income
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9.
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Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Beliaeva, Natalia
Suffolk University - Department of Finance Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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| Posted: |
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11 Sep 08
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Last Revised:
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20 Sep 10
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238
(63,125)
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4
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Affine models, quadratic models, HJM models, LIBOR/SABR models, Single-Plus models, Double-Plus models, Triple-Plus models, new taxonomy
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10.
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Soto, Gloria M.
University of Murcia - Faculty of Business and Economics Prats, María Asunción
Universidad de Murcia - Dpto. Economia Aplicada
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81
(156,765)
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immunization, duration, interest rate, risk management, fixed income
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11.
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Gonzalez, Cristobal
University of Valencia Ferrer, Roman
University of Valencia Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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78
(160,414)
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1
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interest rate exposure, stock, firm, sector, risk management
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12.
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Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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Immunization, Duration, Convexity, Portfolio management, Term structure
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13.
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Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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Immunization, Duration, Interest rate, Risk management, Fixed income
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14.
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Beliaeva, Natalia
Suffolk University - Department of Finance Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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| Posted: |
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07 May 07
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Last Revised:
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21 Jul 11
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credit default swaps, CDS, reduced form models, interest rate models, term structure models, affine, quadratic
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15.
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Beliaeva, Natalia
Suffolk University - Department of Finance Nawalkha, Sanjay K.
University of Massachusetts at Amherst - Isenberg School of Management Soto, Gloria M.
University of Murcia - Faculty of Business and Economics
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| Posted: |
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07 May 07
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Last Revised:
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21 Jul 11
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Eurodollar futures, Euribor futures, Interest rate models, Term structure models, Affine, Quadratic, Convexity bias
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