Financial Engineering Workshop - Andrea Pallavicini (Banca IMI Milano & Imperial College)
Registration
Details
Refreshments will also be available in room 2005 from 17:40.
File Attachments: Workshop Spring 2017 Poster.pdf
Where
Bayes Business School, 106 Bunhill Row
Room 2005
106 Bunhill Row, London EC1Y 8TZ, UK
Speakers
Andrea Pallavicini
Andrea Pallavicini is the head of equity, FX and commodity models at Banca IMI, Milan, and visiting professor at the Department of Mathematics of Imperial College, London. He holds a Ph.D. in Theoretical and Mathematical Physics from the University of Pavia for his reasearch activity at CERN. Over the years he published several papers in financial modelling, theoretical physics and astrophysics. He is the author of the books "Credit Models and the Crisis: a journey into CDOs, copulas, correlations and dynamic models'', Wiley (2010), and "Counterparty Credit Risk, Collateral and Funding with pricing cases for all asset classes", Wiley (2013).