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Axel Alejandro Araneda Barahona

Assistant Professor

Masaryk University

Brno, Rep. Checa

Líneas de Investigación


Quantitive Finance and Financial Econometrics

Educación

  •  Complex Systems Engineering, UNIVERSIDAD ADOLFO IBANEZ. Chile, 2017
  •  Physics, UNIVERSIDAD DE CONCEPCION. Chile, 2011

Experiencia Académica

  •   Assistant Professor Full Time

    MASARYK UNIVERSITY

    Economics and Administration

    Brno, Rep. Checa

    2022 - At present

  •   Postdoctoral Researcher Full Time

    MASARYK UNIVERSITY

    Economics and Administration

    Brno, Rep. Checa

    2020 - 2022

  •   Postdoctoral Researcher Full Time

    Frankfurt Institute for Advanced Studies

    Frankfurt am Main, Alemania

    2018 - 2020

  •   Adjunct Lecturer Part Time

    UNIVERSIDAD DE LA FRONTERA

    Chile

    2019 - At present

  •   Adjunct Lecturer Part Time

    International School of Management

    Frankfurt am Main, Alemania

    2019 - 2019

  •   Adjunct Lecturer Part Time

    UNIVERSIDAD ADOLFO IBANEZ

    Ingeniería y Ciencias

    Santiago, Chile

    2013 - 2018

Premios y Distinciones

  •   Dean's Award

    MASARYK UNIVERSITY

    Rep. Checa, 2022

    First place as a young scientist up to 35 years of age at the Faculty of Economics and Administration (Cenu d?kana pro mladé v?decké pracovníky a pracovnice do 35 let)


 

Article (6)

Computing the CEV option pricing formula using the semiclassical approximation of path integral

Araneda, Axel A.; Villena, Marcelo J.

Article ISI
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS  (2021)

The sub-fractional CEV model

Araneda, Axel A.; Bertschinger, Nils

Article ISI
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS  (2021)

The fractional and mixed-fractional CEV model

Araneda, Axel A.

Article ISI
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS  (2020)

Spatial distribution of Si in Pinus Insigne (Pinus radiata) Wood using micro XRF by Synchrotron Radiation

Navarro, H.,; Marcó L.M.; Araneda A.A.; Bennun L.

Article ISI SCOPUS
JOURNAL OF WOOD CHEMISTRY AND TECHNOLOGY  (2019)

Dynamics and stability in retail competition

Villena M.J.; Araneda A.A.

Article ISI SCOPUS
MATHEMATICS AND COMPUTERS IN SIMULATION  (2017)

Simplified Calibration for Total-Reflection X-ray Fluorescence

Araneda, A.; Sanhueza, V; Bennun, L

Article ISI SCOPUS
ANALYTICAL LETTERS  (2016)

BookSection (1)

Semiclassical Pricing of Variance Swaps in the CEV Model

Araneda, Axel A.; Villena, Marcelo J.; Corazza, Marco; Perna, Cira; Pizzi, Claudio; Sibillo, Marilena

BookSection
 (2022)

ConferencePaper (4)

Credit Default Swaps and the mixed-fractional CEV model

Araneda, Axel A.

ConferencePaper
 (2023)

EWMA covariances and the optimal decay parameter

Araneda, Axel A.

ConferencePaper
 (2021)

Financial cross-ownership as a structural explanation for rising stock correlations in crisis times

Bertschinger, Nils; Araneda, Axel A.

ConferencePaper
 (2019)

On the dynamics of games with product differentiation: a multimarket setting

Villena, Marcelo J.; Araneda, Axel A.

ConferencePaper
 (2018)

Proyecto (1)

A NOVEL PASSIVE "IN SITU" METHOD TO DETERMINE URANIUM AND POSSIBLY THE HYDROGEN CONTENTS IN GEOLOGICAL SYSTEMS

FONDECYT (11100376)

Proyecto
2010-2012
Tesista

11
Axel Araneda

Assistant Professor

Finance

Masaryk University

Brno, Rep. Checa

1
Marcelo Villena

Profesor Investigador

Ingeniería & Ciencias

Universidad Adolfo Ibánez

Santiago, Chile

1
Vilma Sanhueza

Asistant Professor

UNIVERSIDAD DE CONCEPCIÓN

CONCEPCIÓN, Chile