Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.
Juan M. Moraleda
Tinbergen Institute
Burg. Oudlaan 50
Rotterdam, 3062 PA
Netherlands
Learn more about SSRN Profiles
SCHOLARLY PAPERS
4
DOWNLOADS
0
SSRN CITATIONS
0
CROSSREF CITATIONS
0
Feedback
Scholarly Papers (4)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
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:
Feedback