3 papers
q-fin.CP2020
An approximate closed formula for European Mortgage Options
Manuel Lopez Galvan
The aim of this paper is to investigate the use of close formula approximation for pricing European mortgage options. Under the assumption of logistic duration and normal mortgage…
econ.EM2020
Macroeconomic factors for inflation in Argentine 2013-2019
Manuel Lopez Galvan
The aim of this paper is to investigate the use of the Factor Analysis in order to identify the role of the relevant macroeconomic variables in driving the inflation. The Macroecon…
math.DG2015
Riemannian metrics on an infinite dimensional symplectic group
Manuel López Galván
The aim of this paper is the geometric study of the symplectic operators which are a perturbation of the identity by a Hilbert-Schmidt operator. This subgroup of the symplectic gro…