Access Statistics for Claudio Albanese

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Darwinian Theory of Model Risk 0 0 0 0 0 0 7 9
A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices 0 0 0 75 3 3 14 247
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs 0 0 0 96 0 0 7 385
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES 0 0 0 113 3 4 12 447
Capital Valuation Adjustment and Funding Valuation Adjustment 0 0 0 4 0 0 9 34
Capital Valuation Adjustment and Funding Valuation Adjustment 0 0 0 10 1 2 6 61
Capital and Funding 0 0 0 17 0 0 11 52
Capital and collateral simulation for reverse stress testing 0 0 0 2 1 1 6 9
Dynamic Conditioning and Credit Correlation Baskets 0 0 0 22 3 3 17 175
Handling model risk with XVAs 0 0 0 13 0 2 15 34
Moment Methods for Exotic Volatility Derivatives 0 0 0 44 0 2 7 173
Moment Methods for Exotic Volatility Derivatives 0 0 0 9 0 1 3 60
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING 0 0 0 26 0 1 13 148
Quantitative Reverse Stress Testing, Bottom Up 1 1 2 33 3 4 23 80
Restructuring Counterparty Credit Risk 0 0 0 31 2 4 17 141
Restructuring counterparty credit risk 0 0 0 77 1 1 12 178
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES 0 0 0 43 0 1 18 185
Spectral methods for volatility derivatives 0 0 0 24 1 4 15 101
Wealth Transfers, Indifference Pricing, and XVA Compression Schemes 0 0 0 0 0 0 7 11
XVA Analysis From the Balance Sheet 0 0 0 12 2 6 16 42
XVA Analysis From the Balance Sheet 0 0 0 0 2 2 7 15
XVA Metrics for CCP Optimisation 0 0 0 1 1 1 10 15
Total Working Papers 1 1 2 652 23 42 252 2,602
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE 0 0 0 1 1 1 4 13
A new Fourier transform algorithm for value-at-risk 0 0 0 17 1 1 10 74
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices 0 0 1 9 0 0 8 55
A two-state jump model 0 0 0 7 1 1 8 45
AFFINE LATTICE MODELS 0 0 0 3 4 8 18 29
Coherent global market simulations and securitization measures for counterparty credit risk 0 0 0 44 3 3 15 148
Dimension Reduction in the Computation of Value‐at‐Risk 0 0 0 0 2 2 7 9
Discrete credit barrier models 0 0 1 5 1 1 6 34
Implied migration rates from credit barrier models 0 0 5 37 1 1 14 148
KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS 0 0 0 0 1 1 18 24
Quantitative reverse stress testing, bottom up 0 0 2 6 3 3 16 28
RESTRUCTURING COUNTERPARTY CREDIT RISK 0 0 0 3 0 0 11 60
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 0 1 12 87
Spectral methods for volatility derivatives 0 0 0 10 0 0 11 85
XVA analysis from the balance sheet 0 0 0 5 1 1 14 37
XVA metrics for CCP optimization 0 0 1 14 0 0 14 73
Total Journal Articles 0 0 10 176 19 24 186 949

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advanced Derivatives Pricing and Risk Management 0 0 1 15 1 2 21 94
Total Books 0 0 1 15 1 2 21 94

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stochastic Monetary Policy Interest Rate Model 0 0 0 0 0 0 13 24
Total Chapters 0 0 0 0 0 0 13 24

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Statistics updated 2026-11-12