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Author Page for Claudio Albanese :: SSRN
https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=263639
Abstract: Restructuring Counterparty Credit Risk. Number of pages: 40 Posted: 21 Jun 2016. Claudio Albanese, Damiano Brigo and Frank Oertel. Global Valuation, Imperial College London - Department of Mathematics and The London School of Economics and Political Science (LSE) Downloads 77 (398,764) View PDF. Download.
Claudio Albanese | IDEAS/RePEc
https://ideas.repec.org/f/pal245.html
Albanese, Claudio & Chen, Oliver X., 2006. " Implied migration rates from credit barrier models ," Journal of Banking & Finance, Elsevier, vol. 30 (2), pages 607-626, February. Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found.
The Black Art of FVA by Claudio Albanese | Quants Hub
https://quantshub.com/content/black-art-fva-claudio-albanese
XVA: The Black Art of FVA by Claudio Albanese; Learning Tracks. Full Online Learning listings: Recorded Conferences. The 17th Quantitative Finance Conference, 17th-19th November 2021; The 4th Interest Rate Reform (Ibor Transition) Conference, 19th - 21st October 2021; The 2nd ESG & Climate Risk in Quantitative Finance Conference, 5th-7th ...
Claudio Albanese's research works | King's College …
https://www.researchgate.net/scientific-contributions/Claudio-Albanese-2162902672
Claudio Albanese's 67 research works with 784 citations and 3,749 reads, including: Recasting Finite Difference Methods in Finance to Exploit GPU Computing
ALBANESE CLAUDIO Company Profile | MILANO, …
https://www.dnb.com/business-directory/company-profiles.albanese_claudio.95ea3c0025e9a938c21664a78a306c60.html
Find company research, competitor information, contact details & financial data for ALBANESE CLAUDIO of MILANO, MILANO. Get the latest business insights from Dun & Bradstreet.
Claudio Albanese - Founder - Global Valuation Ltd | LinkedIn
https://uk.linkedin.com/in/claudio-albanese-652b345
View Claudio Albanese’s profile on LinkedIn, the world’s largest professional community. Claudio has 3 jobs listed on their profile. See the complete profile on LinkedIn and discover Claudio’s connections and jobs at similar companies.
Mathematical Finance & Financial ... - New York University
https://www.math.nyu.edu/dynamic/calendars/seminars/mathematical-finance-seminar/3278/
Claudio Albanese holds a Ph.D. in Physics from ETH Zurich. After postdoctoral work at NYU and Princeton, he joined the University of Toronto where he started a program in Mathematical Finance. After a sabbatical year at Morgan Stanley, he joined the faculty at Imperial College London as Chair of Mathematical Finance.
[1603.03012] Capital Valuation Adjustment and Funding ...
https://arxiv.org/abs/1603.03012
Capital Valuation Adjustment and Funding Valuation Adjustment. Authors: Claudio Albanese, Simone Caenazzo (LaMME), Stéphane Crépey (LaMME) Download PDF. Abstract: In the aftermath of the 2007 global financial crisis, banks started reflecting into derivative pricing the cost of capital and collateral funding through XVA metrics.
The First Thalesian Full-Day Workshop: GPUs in Finance ...
https://thalesians.com/education/schools/first-thalesian-full-day-workshop-gpus-in-finance/
Claudio Albanese He received his doctorate in Physics from ETH Zurich, following which he held post-doctoral positions at New York University and Princeton University. He was Associate Professor in the Mathematics Department of the University of Toronto and then Professor of Mathematical Finance at Imperial College London.
[0710.1606] Operator Methods, Abelian Processes and ...
https://arxiv.org/abs/0710.1606
Authors: Claudio Albanese (Submitted on 8 Oct 2007 ( v1 ), last revised 1 Nov 2007 (this version, v4)) Abstract: A mathematical framework for Continuous Time Finance based on operator algebraic methods offers a new direct and entirely constructive perspective on the field and leads to new numerical analysis techniques.
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