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Details about Nicolas Merener

Workplace:Centro de Investigación en Finanzas (Center for Financial Research), Escuela de Negocios (School of Business), Universidad Torcuato Di Tella (Torcuato di Tella University), (more information at EDIRC)
Escuela de Negocios (School of Business), Universidad Torcuato Di Tella (Torcuato di Tella University), (more information at EDIRC)

Access statistics for papers by Nicolas Merener.

Last updated 2015-12-26. Update your information in the RePEc Author Service.

Short-id: pme321


Jump to Journal Articles

Working Papers

2012

  1. Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures
    Business School Working Papers, Universidad Torcuato Di Tella Downloads

2010

  1. Efficient Monte Carlo for Discrete Variance Contracts
    Business School Working Papers, Universidad Torcuato Di Tella Downloads

2009

  1. Swap Rate Variance Swaps
    Business School Working Papers, Universidad Torcuato Di Tella Downloads
    See also Journal Article in Quantitative Finance (2012)

Undated

  1. Supply Shocks, Futures Prices, and Trader Positions
    2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association Downloads

Journal Articles

2016

  1. Concentrated Production and Conditional Heavy Tails in Commodity Returns
    Journal of Futures Markets, 2016, 36, (1), 46-65 Downloads View citations (2)

2015

  1. Globally Distributed Production and the Pricing of CME Commodity Futures
    Journal of Futures Markets, 2015, 35, (1), 1-30 Downloads View citations (3)

2012

  1. Swap rate variance swaps
    Quantitative Finance, 2012, 12, (2), 249-261 Downloads View citations (2)
    See also Working Paper (2009)

2002

  1. Numerical solution of jump-diffusion LIBOR market models
    Finance and Stochastics, 2003, 7, (1), 1-27 Downloads View citations (26)
 
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