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LUIS MANUEL GARCIA MUÑOZ
LUIS MANUEL GARCIA MUÑOZ
BBVA
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Title
Cited by
Cited by
Year
Pricing derivatives in the new framework: OIS discounting, CVA, DVA & FVA
LM García Muñoz, F de Lope Contreras, JE Palomar Burdeus
72015
CVA, FVA (and DVA?) with stochastic spreads. A feasible replication approach under realistic assumptions.
LM García Muñoz
52013
A Retained Earnings‐Consistent KVA Approach and the Impact of Taxes
LM García Muñoz, F de Lope, JE Palomar
Wilmott 2019 (101), 62-69, 2019
12019
The recursive nature of KVA: KVA mitigation from KVA
LM García Muñoz, JE Palomar Burdeus, F de Lope Contreras
2016
Interest rate modeling under multiple discounting curves
LM García Muñoz
2013
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Articles 1–5