Papers and Talks

Papers:

• R. Eden, J. Víquez (2012). "Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions". Arxiv Preprint.

• J. Víquez (2011). "On the second order Poincaré inequality and CLT’s on Wiener-Poisson space”. Arxiv Preprint.

• J. Víquez (2007). “Term Structure of Interest Rates and Value at Risk, Applied to the Costa Rican Market”. Working paper, Interbolsa.

• L. Barboza, J. Ramírez, J. Víquez (2005). “Sovereign Zero Coupon Curve for the Costa Rican Market”. Working paper, Universidad de Costa Rica – Banco Nacional de Costa Rica.

• B. Chacón, J. Víquez (2004). “New Methodology for the Quantification of the Sovereign Yield Curve”. Working paper, Universidad de Costa Rica – Banco Nacional de Costa Rica.

Stochastic Analysis conference in honor of Dr. Nualart’s birthday (2011)

Talks:

• “8th International Purdue Symposium On Statistics”, Purdue University (February 2012).

• Title: “Nourdin-Peccati analysis on Wiener and Wiener-Poisson space and the second order Poincar.e inequality”. Slides

• “Probability Seminar”, Purdue University (February 2012). Title: “Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions”. Slides

• “Probability Seminar”, Purdue University (April 2011). Title: “On the second order Poincaré inequality and CLT’s on Wiener-Poisson space”. Slides

• “Stochastic Analysis conference in honor of Dr. Nualart’s birthday”, Kansas University (March 19-21, 2011). Poster title: “On the second order Poincaré inequality and CLT’s on Wiener-Poisson space”. Poster

• “Probability Seminar”, Purdue University (February 2010). Title: “Cubature on Wiener Space”. Talk based on a paper by Dr. T. Lyons and Dr. N. Victoir. Slides

Probability Seminar, Purdue Univerity (2010)