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Institution: Independent Consultant

Number of items: 6.

Albanese, Claudio (2007): CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES. Unpublished.

Albanese, Claudio (2006): OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING. Unpublished.

Albanese, Claudio and Mijatovic, Aleksandar (2006): SPECTRAL METHODS FOR VOLATILITY DERIVATIVES. Unpublished.

Albanese, Claudio and Osseiran, Adel (2007): Moment Methods for Exotic Volatility Derivatives. Unpublished.

Albanese, Claudio and Vidler, Alicia (2007): A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs. Published in: Wilmott Magazine , Vol. 2007, No. May (01. May 2007)

Albanese, Claudio and Vidler, Alicia (2008): Dynamic Conditioning and Credit Correlation Baskets. Forthcoming in: The Complete Guide to CDOs - Market, Application, Valuation, and Hedging No. Book (01. July 2008)

This list was generated on Fri May 25 00:50:45 2012 CEST.
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