Miguel Carrion Alvarez

Banco Santander, Global Risk Methodology

Senior Risk Analyst

Ciudad Grupo Santander

Boadilla del Monte, 28660

Spain

  • Banco Santander, Global Risk Methodology

SCHOLARLY PAPERS

3

DOWNLOADS

560

SSRN CITATIONS

0

CROSSREF CITATIONS

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Scholarly Papers (3)

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1.

Self-Funding Portfolios and Collateralised Derivative Pricing

Number of pages: 12 Posted: 06 Jan 2013
Miguel Carrion Alvarez, Eulogio Yustas and Eulogio Yustas
Banco Santander, Global Risk Methodology and Model Risk Internal Audit, Banco SantanderBanco Santander - Boadilla del Monte
Downloads 222 (228,381)

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collateral, funding, Black-Scholes-Merton, martingale pricing, discounting

2.

The Theory of Reflexivity – A Non-Stochastic Randomness Theory for Business Schools Only?

Berlin School of Economics and Law Working Paper, No. 28/2013
Number of pages: 31 Posted: 13 Dec 2013
Dirk H. Ehnts and Miguel Carrion Alvarez
TU Chemnitz and Banco Santander, Global Risk Methodology
Downloads 193 (259,646)

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efficient market hypothesis, theory of reflexivity, George Soros

3.

The Roads Not Taken: Graph Theory and Macroeconomic Regimes in Stock-Flow Consistent Modelling

Number of pages: 22 Posted: 03 Nov 2014
Miguel Carrion Alvarez and Dirk H. Ehnts
Banco Santander, Global Risk Methodology and TU Chemnitz
Downloads 145 (331,498)

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stock-flow consistent models, closures, graph theory, macroeconomic regimes, methodology