Browse by Authors

1 March 2006

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

1 May 2006

Albanese, Claudio and Lo, Harry and Stathis, Tompaidis (2006): A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices.

15 December 2006

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

26 January 2007

Albanese, Claudio and Vidler, Alicia (2007): A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs. Published in: Wilmott Magazine , Vol. 2007, No. May (1 May 2007)

9 September 2007

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

10 October 2007

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

25 January 2008

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 (1 July 2008)