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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.

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
    Stochastic volatility models and hybrid derivatives Claudio Albanese Department of Mathematics / Imperial College London? ? ? Presented at Bloomberg and at the Courant Institute, New

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 …

Small Transaction Cost Asymptotics and Dynamic Hedging

    https://faculty.mccombs.utexas.edu/Stathis.Tompaidis/research/transaction_costs/transactioncosts_paper.pdf
    Claudio Albanese † Stathis Tompaidis ... †Department of Mathematics, Imperial College, London, SW7 2AZ, United Kingdom, [email protected]

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

Claudio Albanese - Chief Communications Officer @ …

    https://www.crunchbase.com/person/claudio-albanese
    Claudio Albanese is the Chief Communication Officer of Juventus Football Club. Jobs. Number of Current Jobs 1. Claudio Albanese is the Chief Communications Officer at Juventus Football Club. Juventus Football Club Chief Communications Officer Jul 2010. Related Hubs. Hub Name . CB Rank (Hub) Italy Companies that Exited .

« Valuation: KVA and FVA - A new approch » avec Claudio ...

    https://www.eifr.eu/files/file1552941.pdf
    Claudio Albanese Former academic Claudio Albanese is a former academic with a doctoral degree from ETH Zurich and professorships at the University of Toronto and Imperial College. He currently leads Global Valuation, a vendor of XVA software-hardware solutions. He recently authored a number of

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