El concepto de idea fundamental y su aplicación en la propuesta curricular para el curso de Física para Ingenieros I, de la Facultad de Ingeniería Civil de la Universidad Autónoma de Nuevo León por Víctor Manuel Aguilera Reyes.

Tesis (Maestría en Enseñanza de las Ciencias con Especialidad en Física) U.A.N.L.

Teoría del derecho electoral como conjunto de bloques normativos que configuran y garantizan el derecho fundamental de voto

Tesis (Maestro en Derecho Público) U.A.N.L.

La capacitación como presupuesto fundamental en el desarrollo organizacional.

Tesis (Maestría en Psicología Laboral y Organizacional) UANL, 2014.

Código Fundamental de los Estados Unidos Mexicanos

UANL

Desengaños mysticos a las almas detenidas ó engañadas en el camino de la perfeccion : discurso proemial, y fundamental de toda la obra en que se descubren las principales causas y razones por que siendo tantas las almas que tratan de oracion mental, son tan pocas las que llegan a ser perfectas.

UANL

Filosofía fundamental

UANL

Mistica fundamental de Christo Señor Nuestro, explicada por el glorioso y beato padre, San Juan de la Cruz, doctor mistico... y el religioso perfecto, conforme a los cien avisos y sentencias espirituales, quele mismo beato padre dexò escritos para religiosos y religiosas

UANL

México Constitucional: (refutación fundamental, ante la razónde la historia, de los errores vulgares de César Cantú y de las injurias y calumnias levantadas contra México por los libelistas

UANL

Asymmetric Smiles, Leverage Effects and Structural Parameters.

In this paper, we characterize the asymmetries of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework. The dependence between price movements and future volatility is introduced through a set of latent state variables. These latent variables can capture not only the volatility risk and the interest rate risk which potentially affect option prices, but also any kind of correlation risk and jump risk. The standard financial leverage effect is produced by a cross-correlation effect between the state variables which enter into the stochastic volatility process of the stock price and the stock price process itself. However, we provide a more general framework where asymmetric implied volatility curves result from any source of instantaneous correlation between the state variables and either the return on the stock or the stochastic discount factor. In order to draw the shapes of the implied volatility curves generated by a model with latent variables, we specify an equilibrium-based stochastic discount factor with time non-separable preferences. When we calibrate this model to empirically reasonable values of the parameters, we are able to reproduce the various types of implied volatility curves inferred from option market data.

Código fundamental de los Estados Unidos Mexicanos

UANL

Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models

We consider the problem of accessing the uncertainty of calibrated parameters in computable general equilibrium (CGE) models through the construction of confidence sets (or intervals) for these parameters. We study two different setups under which this can be done.

Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics

The technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] provides an attractive method of building exact tests from statistics whose finite sample distribution is intractable but can be simulated (provided it does not involve nuisance parameters). We extend this method in two ways: first, by allowing for MC tests based on exchangeable possibly discrete test statistics; second, by generalizing the method to statistics whose null distributions involve nuisance parameters (maximized MC tests, MMC). Simplified asymptotically justified versions of the MMC method are also proposed and it is shown that they provide a simple way of improving standard asymptotics and dealing with nonstandard asymptotics (e.g., unit root asymptotics). Parametric bootstrap tests may be interpreted as a simplified version of the MMC method (without the general validity properties of the latter).

General Legitimacy of Judicial Review and the Fundamental Basis of Constitutional Law

Four questions dominate normative contemporary constitutional theroy: What is the purpose of a constitution? What makes a constitution legitimate? What kinds of arguments are legitimate within the process of constitutional interpretation? What can make judicial review of legislation legitimate in principle? The main purpose of this text is to provide one general answer to the last question. The secondary purpose is to show how this answer may bear upon our understanding of the fundamental basis of constitutional law. These two purposes should suggest particular answers to the first three questions.