Financial Engineering Workshop - Andrea Pallavicini (Banca IMI Milano & Imperial College)

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Workshop

Wed, Mar 29, 2017

6:10 PM – 7:15 PM

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Registration: 5:40pm - 6:10pm

Bayes Business School, 106 Bunhill Row
Room 2005

106 Bunhill Row, London EC1Y 8TZ, UK

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Registration

Details

Andrea Pallavicini, visiting Professor at Imperial College and head of equity at Banca IMI, will be giving a seminar aimed at practitioners titled "Impact of Initial Margins in Valuation Adjustments of Centrally - Cleared and Bilateral Trades" on Wednesday 29th March from 18:10 - 19:15.

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's profile photo

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).