Humboldt-Universität zu Berlin - Statistik

Book

• López Cabrera, B. (with Borak, S., Härdle, K. H) (2010). Statistics of Financial Markets: Exercises and Solutions. Springer Verlag, Heidelberg, 235 pages.

Refereed Journals

• López Cabrera, B. (with Härdle, W. K.) (2011). The implied market price of weather risk. Applied Mathematical Finance, Issue 5, 1-37.
• López Cabrera, B. (with Härdle, W. K.) (2010). Calibrating CAT bonds for Mexican Earthquakes. Journal of Risk and Insurance. Volume 77, Issue 3, 625-650.
• López Cabrera, B. (with Härdle, W. K.) (2008). Calibrating parametric CAT bonds: a case sudy for Mexican Earthquakes. Schmollers Jahrbuch, Journal of Applied Social Sciences Studies. Volume 128, Issue 4, 615 - 630, Publisher Duncker & Humblot.
• López Cabrera, B. (2003). Valuación de Bonos Catastróficos para terremotos en México (Bachelor Tesis). National Prize of the Mexican Derivative Market (1° place).

Chapter in Books

• López Cabrera, B. (with Benth, F., Härdle, W. K.) (2011). Pricing Asian temperature risk. Statistics Tools of Finance and Insurance, P. Civek, W.K. Härdle, R. Weron Editors, 2nd. edition.

Submissions

• López Cabrera, B. (with Härdle, W. K., Wang, W., Ohkrin, O.) (2010). Localizing temperature risk. Submitted

• López Cabrera, B. (with Anastasiadou, Z.) (2011). Modelling Temperature Dynamics: local evidence for global warming. Submitted.
• López Cabrera, B. (with Härdle, W. K., Ritter, M. (20120) Forecasted based of Pricing Weather Derivatives. Submitted.

Citations:

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