Corcuera Valverde José Manuel
Professor
Mathematics and Computing
Parc Cientific de Barcelona
Spain
Biography
Dr. Corcuera Valverde José Manuel is affiliated to Mathematics and Computing, Parc Cientific de Barcelona, where Dr. Corcuera Valverde José Manuel is currently working as Professor. Dr. Corcuera Valverde José Manuel has authored and co-authored several national and international publications and also working as a reviewer for reputed professional journals. Dr. Corcuera Valverde José Manuel is having an active association with different societies and academies around the world. Dr. Corcuera Valverde José Manuel made his mark in the scientific community with the contributions and widely recognition from honourable subject experts around the world. Dr. Corcuera Valverde José Manuel has received several awards for the contributions to the scientific community. Dr. Corcuera Valverde José Manuel major research interest involves Mathematical Statistics, Quantitative Finance , Stochastic Processes.
Research Interest
Mathematical Statistics, Quantitative Finance , Stochastic Processes
Publications
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Corcuera, J.M., Di Nunno, G., Farkas, G., Oksendal, B. (2013). : A continuous auction model with insiders and random time of information release Preprint.
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Corcuera, J.M., Farkas G., Schoutens, W., Valkeyla. E. (2012) A short rate model using ambit processes. In Malliavin Calculus and Stochastic Analysis . A Festschrift in Honor of David Nualart . Springer Proceedings in Mathematics & Statistics Volume 34, 2013, pp 525-553
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Corcuera, J.M., De Spiegeleer, J., Ferreiro-Castilla, A., Kyprianou, A.E., Madan, D.B., Schoutens, W. (2013). Efficient Pricing of Contingent Convertibles under Smile Conform Models. Journal of Credit Risk 9(3), 121–140.
