Teaching

Academic year 2020/2021

- MSc in Banking and Quantitative Finance

Cambio climático, sostenibilidad y finanzas: Notes (Spanish)

Internal course 2019/2020 -CNMV

- Internar course at the CNMV about Contrafactual Impact Analysis.

Documents:

• • • Notes (Spanish)

Academic year 2018/2019

- MSc in Banking and Quantitative Finance

Stochastic Processes (Code: 42202) - Prof. Eva Ferreira

Documents:

• • • Exercises (and solutions)

Academic year 2017/2018

-Degree in Economics / Business Administration

Econometrics (Code 802289) - Prof. Teodosio Pérez Amaral

Applied Econometrics (Code: 802384) - Prof. Teodosio Pérez Amaral

- MSc in Banking and Quantitative Finance

Stochastic Processes (Code: 42202) - Prof. Eva Ferreira

Risk Management (Code 42213)- Prof. Alfonso Novales Cinca

Documents:

• Fundamental Review of Trading Book (FRTB) (Spanish)

• CoVaR measure

• Rotated copulae