Aestimatio Nº 5, 2012


Agricultural Commodities and their financialization
Bernard, Lucas; Greiner, Alfred; Semmler, Willi

Pricing variance and volatility swaps: a Monte Carlo simulation technique benchmarked to two closed-form solutions
Rostan, Pierre; Rostan, Alexandra; Ait El Trach, Abderrazak and Mercier, Stéphane

Discrete Affine Terms Structure Models applied to German and Greek Government Bonds
Jakas, Vicente

The Rise of Market-oriented Banking and the Hidden Benefits of Diversification
Calmès, Christian; Théoret, Raymond

Redefined fundamental uncertainly, fiscal rules, fiscal net, fiscal sustainability and markets scenarios
Gevorkyan Aleksandr V., Gevorkyan, Arkady


Notes on nonlinear dynamics
Racicot, François-Éric


The Importance of an Accurate Benchmark Choice: The Spanish Case
Ruiz, Sofía; Monjas, Manuel

Responsible Banking, the 10 Principles
Dufays, Laurie