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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 …
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.
About | GlobalValuation
https://www.global-valuation.com/team-3
Claudio Albanese Head of Development, Founder Claudio was tenured Professor of Mathematics at the University of Toronto and Chaired Professor of Mathematical Finance at Imperial College London. In 2006, Claudio founded Global Valuation with the purpose of developing a new generation risk analytics platform.
Claudio Albanese: Address 255 E 48th St, New York, NY
https://www.mylife.com/claudio-albanese/e5193798816
Claudio Albanese, 59 New York, NY professor of mathematical finance at imperial college london, visiting professor of financial mathematics at king's college london, ceo at global valuation limited, non executive director at carador plc, associate professor of …
Restructuring Counterparty Credit Risk by Claudio …
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1969344
See all articles by Claudio Albanese Claudio Albanese. Global Valuation; CASS School of Business. Damiano Brigo. Imperial College London - Department of Mathematics. Frank Oertel. The London School of Economics and Political Science (LSE)
Stochastic volatility models and hybrid derivatives
https://www.math.nyu.edu/faculty/avellane/albaneseslides.pdf
Claudio Albanese Department of Mathematics / Imperial College London? ? ? Presented at Bloomberg and at the Courant Institute, New York University New York, September 22nd, 2005. Co-authors. • Oliver Chen (National University of Singapore) • Antonio Dalessandro (Imperial College London)
Dynamic Credit Correlation Modelling - DefaultRisk.com
http://www.defaultrisk.com/pp_corr_75.htm
by Claudio Albanese of the Imperial College London, Oliver Chen of the National University of Singapore, Antonio Dalessandro of the Imperial College London, and Alicia Vidler of …
ADVANCED CREDIT RISK MEASURING AND MODELLING …
http://www.eraider.com/images/articles/E46524_1.pdf
Claudio Albanese, IMPERIAL COLLEGE, UNIVERSITY OF LONDON Aaron Brown, MORGAN STANLEY Yang Pang, ZAIS GROUP. ADVANCED CREDIT RISK MEASURING AND MODELLING TECHNIQUES for effective portfolio management LONDON 23 & 24 March 2006 NEW YORK 30 & 31 March 2006 Dear Executive,
THE 3RD FIXED INCOME CONFERENCE - World Business …
https://www.wbstraining.com/pdf/3rdFixedIncomeConferenceAmsterdam.pdf
Claudio Albanese Claudio Albanese is Professor of Mathematical Finance at Imperial College London. He holds a PhD in Physics from ETH Zurich and was formerly on the faculty of several North American Universities including the University of Toronto, Princeton and New York University. His research group counts 10
Pricing Equity Default Swaps - DefaultRisk.com
http://www.defaultrisk.com/pp_crdrv_66.htm
by Claudio Albanese of Imperial College, London, and Oliver X. Chen of the National University of Singapore. November 2004. Abstract: Pricing credit-equity hybrids is a challenging task as the established pricing methodologies for equity options and credit derivatives are quite different. Equity default swaps provide an illuminating example of ...
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