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Ph.D. En Finanzas, M.A. En Economia Y Mba De La Universidad De California En Los Angeles (UCLA), EEUU.
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Resumen Ph.D. En Finanzas, M.A. En Economia Y Mba De La Universidad De California En Los Angeles (UCLA), EEUU. Ingeniero Civil De Industrias De La Pontificia Universidad Católica Profesor Titular en el Departamento de Ingeniería Industrial y de Sistemas de la Pontificia Universidad Católica de Chile y Director del Laboratorio de Investigación Avanzada de Finanzas FINlabUC. Cursos dictados - Finanzas.
- Evaluación Económica de Derivados.
- Tópicos Avanzados en Finanzas.
Proyectos de Investigación vigentes - Director de RiskAmerica - FONDEF 2001-2005
- Director de RiskPorfolio - FONDEF 2004-2007
- Director de Riskcommodity - Fundación COPEC-UC 2004-2005
- Director de Proyecto 1040608 - FONDECYT 2004-2006
Publicaciones Internacionales - Cortazar, G. Gravet, M., Urzua, J. (2006) " The Valuation of Multidimensional American Real Options using the LSM Simulation Method", Computers and Operations Research, 2006
- Cortazar, G. Naranjo, L. (2006) "An N-Factor Gaussian Model of Oil Futures" The Journal of Futures Markets, 2006
- Cortazar, G., Schwartz, E (2003) "Implementing a Stochastic Model for Oil Futures Prices" Energy Economics, Volume/Issue 25/3 pp. 215-238
- Cortazar, G., Schwartz, E., Casassus J. (2003) "Optimal Exploration Investments under Price and Geological-Technical Uncertainty: A real options model", in Real R&D Options, Paxson (Ed.) Butterworth-Heinemann. (Revised version)
- Cortazar, G., Schwartz, E., Casassus J. (2001) "Optimal Exploration Investments under Price and Geological-Technical Uncertainty: A real options model", R & D Management, Vol. 31, No. 2, 181-189 April 2001
- Cortazar, G. (2001) "Simulation and Numerical Methods in Real Options Valuation", in Real Options and Investment under Uncertainty: Classical Readings and Recent Contributions, Schwartz and Trigeorgis (Eds), Chapter 27, 601-620, The MIT Press, Cambridge, Massachusetts, USA
- Cortazar, G., Casassus, J. (2000) "A Compound Option Model for Evaluating Multi-Stage Natural Resource Investments" in Project Flexibility, Agency, and Competition: New Developments in the Theory and Application of Real Options, Brennan and Trigeorgis (Eds), Chapter 11, 205-223, Oxford University Press, New York, 2000
- Cortazar, G. (1999) "The Valuation of Natural Resources" in Real Options and Business Strategy: Applications to Decision Making, Trigeorgis (Ed.), Chapter 11, 263-278, Risk Books, London, 1999.
- Cortazar, G., Schwartz E. y Salinas, M. (1998) "Evaluating Environmental Investments: A Real Options Approach", Management Science, Vol.44, No. 8, 1059-1070
- Cortazar, G., Schwartz E., Löwener, A. (1998) "Optimal Investment and Production Decisions and the Value of the Firm", Review of Derivatives Research Vol. 2, 39-57
- Cortazar, G., Casassus, J. (1998) "Optimal Timing of a Mine Expansion: Implementing a Real options Model", The Quarterly Review of Economics and Finance, Vol. 38, 755-769
- Cortazar, G., Schwartz E. (1998) "Monte Carlo Evaluation Model of an Undeveloped Oil Field", Journal of Energy Finance & Development, Vol. 3, No. 1, 73-84
- Cortazar, G., Schwartz E. (1997) "Implementing a Real Option Model for Valuing an Undeveloped Oil Field", International Transactions in Operational Research-ITOR, Vol. 4, No 2, pp. 125-137
- Cortazar, G., Schwartz E. (1994) "The Valuation of Commodity Contingent Claims", The Journal of Derivatives Vol 1, No 4, 27-39
- Cortazar, G., Schwartz, E. (1993) "A Compound Option Model of Production and Intermediate Inventories" The Journal of Business, Vol. 66, N. 4 Oct., 1993, Pg. 517-540
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