Angel León

MSc in Finance; MSc in International Trade, Finance and Development (2008-09)

Angel León is Associate Professor of Finance at the Universitat d'Alacant.

Professor León is Assistant Editor of Investigaciones Económicas.

Derivatives, Real Options, Financial Econometrics, Risk Management, Interest Rates

- “Parametric Properties of Semi-Nonparametric Distribution, with Application to Option Valuation” (with Mencía, J. and Sentana, E.), forthcoming in Journal of Business and Economic Statistics.
- “Modeling the Euro Overnight Rate” (with Benito, F. and Nave, J.), Journal of Empirical Finance, 14, 756-782, 2007.
- “The Relationship between Risk and Expected Return in Europe” (with Nave, J. and Rubio, G.), Journal of Banking and Finance, 31, 495-512, 2007.