Concepedia

Alfredo Ibáñez

AI

13

Publications

463

Citations

11

H-Index

1998

Active since

Affiliations

Instituto Tecnológico Autónomo de México(Current)

Universidad Carlos III de Madrid

University of Talca

Universidad Pontificia Comillas

Cranfield University

Alfredo Ibáñez is an author at Instituto Tecnológico Autónomo de México specializing in business, economics, and finance.

Top concepts

BusinessFinanceEconomicsEngineeringAsset PricingOption PricingOperations ResearchMathematical ProgrammingMedicineGeography

Publications per year

1998–2023

13

Publications

13

Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier

Alfredo Ibáñez, Fernando Zapatero · Journal of Financial and Quantitative Analysis · 2004 · 147 citations

Mathematical Programming, Engineering, American Options +18

The Eurozone (Expected) Inflation: An Option's Eyes View

Ricardo Gimeno, Alfredo Ibáñez · SSRN Electronic Journal · 2017 · 75 citations · Full text

Monetary Policy, Economics, Macroeconomics +6

Spatial and Temporal Analysis of Rainfall Concentration Using the Gini Index and PCI

Claudia Sangüesa, Roberto Pizarro, Alfredo Ibáñez et al. · Water · 2018 · 58 citations · Full text

Engineering, Extreme Weather, Temporal Analysis +25

When can you immunize a bond portfolio?

Alejandro Balbás, Alfredo Ibáñez · Journal of Banking & Finance · 1998 · 39 citations · Full text

Vaccination, Immunology, Vaccine Testing +6

Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium

Alfredo Ibáñez · Management Science · 2003 · 24 citations

Numerical Analysis, Mathematical Programming, Engineering +18

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