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Jaime Casassus
Associate Professor
Ph.D., Carnegie Mellon University
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Areas of Interest:
Financial Economics, Mathematical Economics
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Contact Information:
Teléfono: (56-2) 354 4318
Fax: (56-2) 553 2377
E-mail: 
Dirección: Casilla 76 - Correo 17 Santiago - Chile
Personal web page
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Selected Publications:
Consumption and Hedging in Oil-Importing Developing Coutries
Felipe Aldunate; Jaime Casassus.
European Financial Management, por aparecer.
Abstract
Stochastic Convenience Yield implied from Commodity Futures and Interest Rates
Jaime Casassus; Pierre Collin-Dufresne.
Journal of Finance, 60(5): 2283-2331, 2005.
Unspanned Stochastic Volatility and Fixed Income Derivatives Pricing
Jaime Casassus; Pierre Collin-Dufresne; Bob Goldstein.
Journal of Banking & Finance, 29(11), 2723-2749, 2005.
Optimal Exploration Investments under Price and Geological-Technical Uncertainty: A Real Options Model
Jaime Casassus; Gonzalo Cortazar; Eduardo S. Schwartz.
R&D Management, 31(2), 181-189, 2001.
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Download Resume
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