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Juan M. Moraleda
Tinbergen Institute
Burg. Oudlaan 50
Rotterdam, 3062 PA
Netherlands
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SCHOLARLY PAPERS
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Scholarly Papers (4)
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1.
Forward Versus Spot Interest-Rate Models of the Term Structure: An Empirical Comparison
Posted: 30 Jun 2001
Antoon Pelsser
and Juan M. Moraleda
Maastricht University and Tinbergen Institute
Abstract:
2.
Pricing American Interest Rate Claims with Humped Volatility Models
Posted: 21 Jun 1998
Juan M. Moraleda and
Ton Vorst
Tinbergen Institute and VU University Amsterdam - Department of Finance and Financial Sector Management
Abstract:
3.
A Family of Humped Volatility Structures
Posted: 03 May 1998
Juan M. Moraleda and
Fabio Mercurio
Tinbergen Institute and Bloomberg L.P.
Abstract:
4.
Forward vs Spot Interest-Rate Models of the Term Structure: An Empirical Comparison
Posted: 09 Jan 1997
Juan M. Moraleda and
Antoon Pelsser
Tinbergen Institute and Maastricht University
Abstract:
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