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 1 8 9
A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices 0 0 0 75 0 0 12 244
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 0 0 10 443
Capital Valuation Adjustment and Funding Valuation Adjustment 0 0 0 10 1 1 6 60
Capital Valuation Adjustment and Funding Valuation Adjustment 0 0 0 4 0 1 10 34
Capital and Funding 0 0 0 17 0 0 14 52
Capital and collateral simulation for reverse stress testing 0 0 0 2 0 0 5 8
Dynamic Conditioning and Credit Correlation Baskets 0 0 0 22 0 0 14 172
Handling model risk with XVAs 0 0 0 13 1 2 18 33
Moment Methods for Exotic Volatility Derivatives 0 0 0 44 2 2 7 173
Moment Methods for Exotic Volatility Derivatives 0 0 0 9 1 1 5 60
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING 0 0 0 26 1 1 15 148
Quantitative Reverse Stress Testing, Bottom Up 0 0 1 32 1 3 23 77
Restructuring Counterparty Credit Risk 0 0 0 31 1 1 15 138
Restructuring counterparty credit risk 0 0 0 77 0 0 12 177
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES 0 0 0 43 1 3 21 185
Spectral methods for volatility derivatives 0 0 0 24 1 1 12 98
Wealth Transfers, Indifference Pricing, and XVA Compression Schemes 0 0 0 0 0 1 8 11
XVA Analysis From the Balance Sheet 0 0 0 0 0 0 6 13
XVA Analysis From the Balance Sheet 0 0 0 12 4 5 14 40
XVA Metrics for CCP Optimisation 0 0 0 1 0 0 9 14
Total Working Papers 0 0 1 651 14 23 251 2,574
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 0 1 4 12
A new Fourier transform algorithm for value-at-risk 0 0 0 17 0 2 10 73
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices 0 1 2 9 0 1 11 55
A two-state jump model 0 0 0 7 0 0 7 44
AFFINE LATTICE MODELS 0 0 0 3 1 2 12 22
Coherent global market simulations and securitization measures for counterparty credit risk 0 0 0 44 0 0 14 145
Dimension Reduction in the Computation of Value‐at‐Risk 0 0 0 0 0 1 6 7
Discrete credit barrier models 0 0 1 5 0 1 7 33
Implied migration rates from credit barrier models 0 0 5 37 0 0 15 147
KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS 0 0 0 0 0 1 17 23
Quantitative reverse stress testing, bottom up 0 0 2 6 0 0 15 25
RESTRUCTURING COUNTERPARTY CREDIT RISK 0 0 0 3 0 0 15 60
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 0 0 13 86
Spectral methods for volatility derivatives 0 0 0 10 0 1 14 85
XVA analysis from the balance sheet 0 0 0 5 0 0 14 36
XVA metrics for CCP optimization 0 0 1 14 0 2 18 73
Total Journal Articles 0 1 11 176 1 12 192 926

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 2 15 1 1 23 93
Total Books 0 0 2 15 1 1 23 93

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 14 24
Total Chapters 0 0 0 0 0 0 14 24

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Statistics updated 2026-09-10