Access Statistics for Jose Santiago Fajardo Barbachan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note On Arbitrage and Exogenus Collateral 1 2 2 17 1 6 16 122
Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations 0 1 8 181 0 4 17 287
Apreçamento de Derivativos Bidimensionais 0 0 0 46 1 5 12 190
Arbitrage, Collateral and Utility Penalties 2 2 6 20 2 4 14 87
CAPM Usando uma Carteira Sintética do PIB Brasileiro 0 1 7 56 0 2 18 224
Concentração Bancária Brasileira: Uma Análise Microeconômica 3 7 15 102 4 15 40 257
Duality and Derivative Pricing with Lévy Processes 1 1 5 50 1 2 14 129
Duality and Derivative Pricing with Lévy Processes 2 4 21 131 3 11 52 353
Duality and Derivative Pricing with Time-Changed Lévy Processes 1 2 9 61 1 4 19 167
Endogenous Collateral 0 1 10 42 1 6 22 160
Endogenous Collateral 1 1 5 18 5 9 25 104
Endogenous Collateral 0 0 10 63 1 5 34 229
Endogenous Collateral: Arbitrage and Equilibrium without Bounded Short Sales 0 0 1 11 1 2 4 92
Endogenous Collateral: Arbitrage and Equilibrium without Bounded Short Sales 0 0 4 58 2 6 16 121
Equivalent Martingale Measures and Lévy Processes 2 6 23 125 6 13 57 306
Equivalent Martingale Measures and Lévy Processes 0 0 4 66 1 2 13 156
Existence of Equilibrium in Common Agency Games with Adverse Selection 0 0 0 22 0 1 8 93
Existence of Equilibrium in Common Agency Games with Adverse Selection 1 2 4 43 4 7 20 167
Generalized Hyperbolic Distributions and Brazilian Data 0 1 9 88 0 3 16 184
Generalized Hyperbolic Distributions and Brazilian Data 0 0 6 14 0 2 13 65
Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates 0 0 9 62 1 6 22 161
Goodness-of-fit Tests focus on VaR Estimation 2 4 13 127 4 8 28 220
Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation 2 4 27 45 3 9 39 74
Optimal Consumption and Investment with Levy Processes 1 5 20 140 3 7 37 293
Pricing Derivatives on Two Lévy-driven Stocks 0 0 3 109 0 2 7 217
Pricing Derivatives on Two Lé}vy-driven Stocks 0 0 1 90 0 1 15 276
Put-Call Duality and Symmetry 5 13 35 244 20 37 123 583
Skewness Premium with Lévy Processes 2 5 15 55 3 8 33 143
Skewness Premium with Lévy Processes 2 5 16 16 5 9 26 26
Symmetry and Time Changed Brownian Motions 1 3 23 29 4 9 52 66
Volatility Estimation and Option Pricing with Fractional Brownian Motion 3 8 35 367 5 12 72 642
Total Working Papers 32 78 346 2,498 82 217 884 6,194

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on arbitrage and exogenous collateral 0 0 1 8 0 3 11 56
Endogenous collateral 1 4 20 44 1 6 34 128
Equivalent Martingale Measures and Lévy Processes 1 1 12 24 2 2 24 61
Optimal Consumption and Investment with Lévy Processes 0 3 10 28 0 7 36 121
PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES 1 3 8 8 2 4 15 15
Symmetry and duality in Lévy markets 2 2 7 33 5 10 28 108
Total Journal Articles 5 13 58 145 10 32 148 489

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Statistics updated 2009-11-04