{"id":90232,"date":"2018-03-10T00:15:37","date_gmt":"2018-03-10T00:15:37","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/bonos-de-titulizacion-hipotecaria-riesgos-asociados-y-metodos-de-valoracion\/"},"modified":"2018-03-10T00:15:37","modified_gmt":"2018-03-10T00:15:37","slug":"bonos-de-titulizacion-hipotecaria-riesgos-asociados-y-metodos-de-valoracion","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/bonos-de-titulizacion-hipotecaria-riesgos-asociados-y-metodos-de-valoracion\/","title":{"rendered":"Bonos de titulizacion hipotecaria: riesgos asociados y metodos de valoracion"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Eusebio Cristobal Gonzalez Baixauli <\/strong><\/h2>\n<p>En esta tesis doctoral se estudian diversos aspectos teoricos y empiricos de los bonos de titulizacion hipotecaria.  dado que su principal rasgo diferenciador con respecto al resto de titulos de renta fija lo constituye el riesgo implicito de amortizacion total o parcial por cancelacion anticipada de los prestamos hipotecarios de respaldo, tras un primer capitulo donde se realiza un estudio descriptivo de las principales caracteristicas de los titulos en nuestro mercado, el analisis se centra en la conducta de cancelacion de los prestatarios hipotecarios, realizando una estimacion empirica de la funcion de cancelacion anticipada para seis fondos de titulizacion hipotecaria.  posteriormente se estudia como ese riesgo de cancelaci\u00f3n anticipada dificulta el analisis del riesgo de interes y de la valoracion de los titulos, comprobando de forma analitica la posibilidad de que estos titulos presentan convexidades negativas.  finalmente, se constata empiricamente la cointegracion entre el mercado hipotecario y el mercado de deuda publica en espa\u00f1a, lo que impide rechazar el empleo de los tantos internos de rendimiento de los titulos de deuda publica como sustitutivos de los hipotecarios tras la adicion del margen representativo de su diferencia nivel de riesgo.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Bonos de titulizacion hipotecaria: riesgos asociados y metodos de valoracion<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Bonos de titulizacion hipotecaria: riesgos asociados y metodos de valoracion <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Eusebio Cristobal Gonzalez Baixauli <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Universitat de val\u00e9ncia (estudi general)<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 21\/05\/2001<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li> Jorda Dura M. Paz<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: vicente Meneu ferrer <\/li>\n<li> Murgui izquierdo j. Santiago (vocal)<\/li>\n<li>m\u00e1ximo Borrell vidal (vocal)<\/li>\n<li>prosper Lamothe fern\u00e1ndez (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Eusebio Cristobal Gonzalez Baixauli En esta tesis doctoral se estudian diversos aspectos teoricos y empiricos de los [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[772,82,8619,963,4677],"tags":[187334,12414,1135,40878,12681,10961],"class_list":["post-90232","post","type-post","status-publish","format-standard","hentry","category-actividad-economica","category-ciencias-economicas","category-dinero-y-banca","category-economia-sectorial","category-sector-de-finanzas-y-seguros","tag-eusebio-cristobal-gonzalez-baixauli","tag-jorda-dura-m-paz","tag-maximo-borrell-vidal","tag-murgui-izquierdo-j-santiago","tag-prosper-lamothe-fernandez","tag-vicente-meneu-ferrer"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/90232","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=90232"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/90232\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=90232"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=90232"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=90232"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}