Capt. Mellish and Dr. Gibson

In a special visit to Canada, Captain Michael Mellish of Guernsey - O. B. E. Secretary, A. D. C. to the Lieutenant-Governor, and great nephew of Isaac Brock - donates a photo album containing photographs of a number of Isaac Brock related items to the university in June of 1965. He also brings several of the artifacts themselves to show to the university. The item Capt. Mellish is holding here is a ceremonial wooden tomahawk presented to General Sir Isaac Brock by the native chief Tecumseh. Pictured here from left to right are: Capt. Mellish and Dr. Gibson.

Integración de tecnología administrativa en las empresas constructoras

Tesis (Maestro en Ciencias con Especialidad en Administración de la Construcción) U.A.N.L.

Las jamonas : secretos íntimos del tocador y del confidente, novela

UANL

Hogar y patria

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Mr. Midshipman Easy

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Novelas cortas

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La mosquea, poetica inventiva en octava rima compuesta

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Suma de la theologia moral. Sv materia, los tratados mas principalesde casos de conciencia, sv forma, vnas conferencias practicas.

UANL

La vírgen cristiana en medio del mundo y en el seno de su familia : : su misión y sus virtudes en los tiempos actuales

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Rome, notes d'histoire et d'art

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Galería histórica de las mujeres más célebres en todas épocas y países

UANL

Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables

This paper assesses the empirical performance of an intertemporal option pricing model with latent variables which generalizes the Hull-White stochastic volatility formula. Using this generalized formula in an ad-hoc fashion to extract two implicit parameters and forecast next day S&P 500 option prices, we obtain similar pricing errors than with implied volatility alone as in the Hull-White case. When we specialize this model to an equilibrium recursive utility model, we show through simulations that option prices are more informative than stock prices about the structural parameters of the model. We also show that a simple method of moments with a panel of option prices provides good estimates of the parameters of the model. This lays the ground for an empirical assessment of this equilibrium model with S&P 500 option prices in terms of pricing errors.

Estudios literarios

UANL