Javier Sánchez-Verdasco

Incompany Formación en Finanzas

Managing Director

No Address Available

ESCP Europe. Madrid campus

Affiliate Professor Corporate Finance

Spain

SCHOLARLY PAPERS

6

DOWNLOADS

262

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Scholarly Papers (6)

1.

An Algebraic Model for Hedging Equity Index Portfolios with Stock Index Futures. Evidence from the IBEX 35

Number of pages: 58 Posted: 10 Nov 2016 Last Revised: 04 Jan 2017
Javier Sánchez-Verdasco
Incompany Formación en Finanzas
Downloads 91 (277,113)

Abstract:

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Hedge, Stock Index Futures, Equity, IBEX 35, Future, Algebraic, Cost of Carry, Arbitrage, OLS, ECM, GARCH

2.

The Use of Derivatives to Hedge Market Risk in Corporate Financing

Number of pages: 47 Posted: 23 Aug 2018
Javier Sánchez-Verdasco
Incompany Formación en Finanzas
Downloads 81 (297,754)

Abstract:

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Hedge, IRS, Swap, Corporate Risk, Swaption, CAP, Collar, Currency Swap, Exchange

3.

Stock Market Efficiency under the Cost of Carry Model. Evidence from the Spanish Market

Number of pages: 21 Posted: 19 Aug 2016 Last Revised: 25 Nov 2016
Javier Sánchez-Verdasco
Incompany Formación en Finanzas
Downloads 64 (339,425)

Abstract:

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Cost of Carry, Stock Index Futures, IBEX 35, Stock Market Efficiency, Hedge, Asset Management, Negative Interest Rates

4.

Cobertura de Carteras Índice de Renta Variable con Futuros sobre el Ibex 35 (Hedging Equity Stock Index Portfolios with Stock Index Futures on the Ibex 35)

Number of pages: 178 Posted: 15 May 2016 Last Revised: 15 Nov 2016
Javier Sánchez-Verdasco
Incompany Formación en Finanzas
Downloads 26 (479,069)

Abstract:

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Cobertura, índice, renta variable, IBEX-35, futuro, algebraico, cost of carry, arbitraje, hedging, index, equities, IBEX-35, futures, algebraic, cost of carry, arbitrage, stock index futures

5.

Mercadona a Global Corporate Finance Case: Teaching Note

Posted: 04 Apr 2017 Last Revised: 15 Apr 2017
Javier Sánchez-Verdasco
Incompany Formación en Finanzas

Abstract:

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Corporate Finance, Financial Analysis, Free Cash Flow Forecasting, Financing Debt Facilities, DCF, Multiples, Enterprise Valuation, Perpetual Growth Rate, Beta, WACC, Case

6.

Mercadona. A Global Corporate Finance Case

Posted: 04 Apr 2017 Last Revised: 04 Nov 2018
Javier Sánchez-Verdasco
Incompany Formación en Finanzas

Abstract:

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Corporate Finance, Financial Analysis, Free Cash Flow Forecasting, Financing Debt Facilities, DCF, Multiples, Enterprise Valuation, Perpetual Growth Rate, Beta, WACC, Case