Juan M. Moraleda

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

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:

Loading...

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:

Loading...

3.

A Family of Humped Volatility Structures

Posted: 03 May 1998
Juan M. Moraleda and Fabio Mercurio
Tinbergen Institute and Bloomberg L.P.

Abstract:

Loading...

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:

Loading...