Santiago Medina Hurtado

National University of Colombia

Av 80 # 65-223

Facultad de Minas

Medellin, Antioquia 050041

Colombia

  • National University of Colombia

SCHOLARLY PAPERS

6

DOWNLOADS

1,276

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (6)

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1.

Sensitivities-Based Method and Expected Shortfall for Market Risk Under FRTB and Its Impact on Options Risk Capital

Number of pages: 20 Posted: 20 Sep 2021 Last Revised: 23 Sep 2021
Carlos Alexander Grajales and Santiago Medina Hurtado
University of Antioquia and National University of Colombia
Downloads 523 (100,179)

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Fundamental review of the trading book (FRTB), sentitivities-based method, expected shortfall, market risk

2.

Estimación Del Riesgo Operativo Bajo Ambiente De Incertidumbre: Estudio De Caso (Operational Risk Estimation Uncertainty on Environment: A Case Study)

Revista Internacional Administración & Finanzas, v. 7 (7) p. 39-54
Number of pages: 16 Posted: 12 Dec 2014
Jorge A. Restrepo and Santiago Medina Hurtado
Universidad Autónoma Latinoamericana and National University of Colombia
Downloads 231 (242,232)

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Earnings at Risk, EaR, Value at Risk, VaR, Volatility, SMEs, Operative Risk

3.

Estimation of Operative Risk for Fraud in the Car Insurance Industry

Global Journal of Business Research, Vol. 6, No. 3, pp. 73-83, 2012
Number of pages: 11 Posted: 05 Jan 2012
J.A. Restrepo-Morales and Santiago Medina Hurtado
Tecnológico De Antioquia and National University of Colombia
Downloads 207 (269,741)
Citation 1

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Insurance, Operational Risk, Simulation, Loss Distribution Aggregated

4.

Estimation of the Profit at Risk in an Electric Energy Transmission Company Considering Economic Variables

Cuadernos de Economía, Vol. 32, No. 59, pp. 103-137, 2013.
Number of pages: 36 Posted: 15 Jun 2013 Last Revised: 13 Nov 2014
J.A. Restrepo-Morales and Santiago Medina Hurtado
Tecnológico De Antioquia and National University of Colombia
Downloads 145 (367,778)

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market risk, earning at risk, value at risk, electric transmission

5.

Uncertainty and stochastic theories on European options valuation and their delta and vega risks

Number of pages: 22 Posted: 05 Jan 2022
Carlos Alexander Grajales, Santiago Medina Hurtado and Samuel A. Mongrut
University of Antioquia, National University of Colombia and affiliation not provided to SSRN
Downloads 108 (457,613)
Citation 1

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Uncertainty theory, Uncertainty in financial markets, Stochastic finance, Financial derivatives, Delta hedging, Matrix norm metrics

6.

Comparison of Pricing Models of Options Over Futures Contracts for the Colombian Electricity Market

Revista Espacions. Vol. 36 Número 10 - 2015
Number of pages: 23 Posted: 25 Jan 2016
Santiago Medina Hurtado, J.A. Restrepo-Morales, Lilliam Urrego and Frederic Helidore
National University of Colombia, Tecnológico De Antioquia, Independent and Independent
Downloads 62 (637,872)

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options on futures contracts, volatility analysis, options pricing models