GONZALO CORTáZAR

Ph.D. in Finance (Management), M.A. Economics y MBA en la Universidad de California en Los Angeles(UCLA), USA. 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.

Cursos dictados

• Finanzas.
• Evaluación Económica de Derivados.
• Tópicos Avanzados en Finanzas.

Actividades profesionales

• Director de Cortazar&Schwartz Financial Research and Consulting S.A.
• Director de la Fundación San Agustín de la Escuela de Ingeniería.
• Director de C y M Gestión Ltda.

Proyectos

• RiskAmerica.COMmunity-FONDEF-I105200 2001-2003.
• FONDECYT 1990109 1999-2002.
• Seminario Internacional 10-12 Diciembre de 2001.

Documentos de trabajo y publicaciones

• Cortazar, G. Schwartz, E., Casassus, J. (2001) "Optimal Exploration Investments under Price and Geological-Technical Uncertainty: a Real Options Model" R & D Management, 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 (Editors), MIT Press.
• Cortazar, G. (2001) "One Market, One Money?: FDI, Exports and Exchange Rates", in Innovation and Strategy, Flexibility, Natural Resources and Foreign Investment: New Developments and Applications in Real Options, Trigeorgis (Ed.), Oxford University Press (forthcoming).
• Cortazar, G. y 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 (Editors), Chapter 11, 205-223, Oxford University Press, New York, 2000.
• Cortazar, G., Acosta, P., Osorio, M. (2000) "Monte Carlo Evaluation of Natural Resource Investments" 4th Annual Conference Real Options: Theory Meets Practice International, Cambridge University/ROG Cambridge, July 7-8, pp.1c:1:12.
• Cortazar, G., Schwartz, E., Riera F. (2000) "Market-based Forecasts of Commodity Prices using Futures" 4th Annual Conference Real Options: Theory Meets Practice International, Cambridge University/ROG Cambridge, July 7-8, pp.1a:1:12.

Página personal

http://www.gonzalocortazar.com.