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 2 7 8
A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices 0 0 0 75 0 2 13 244
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs 0 0 0 96 1 3 7 385
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES 0 0 0 113 0 2 10 443
Capital Valuation Adjustment and Funding Valuation Adjustment 0 0 0 10 1 3 9 59
Capital Valuation Adjustment and Funding Valuation Adjustment 0 0 0 4 0 2 10 33
Capital and Funding 0 0 0 17 0 6 14 52
Capital and collateral simulation for reverse stress testing 0 0 0 2 0 1 5 8
Dynamic Conditioning and Credit Correlation Baskets 0 0 0 22 0 5 14 172
Handling model risk with XVAs 0 0 0 13 0 2 19 31
Moment Methods for Exotic Volatility Derivatives 0 0 0 9 0 0 4 59
Moment Methods for Exotic Volatility Derivatives 0 0 0 44 0 2 5 171
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING 0 0 0 26 1 3 14 147
Quantitative Reverse Stress Testing, Bottom Up 0 0 1 32 2 6 22 74
Restructuring Counterparty Credit Risk 0 0 0 31 0 5 15 137
Restructuring counterparty credit risk 0 0 0 77 0 4 13 177
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES 0 0 1 43 0 8 20 182
Spectral methods for volatility derivatives 0 0 0 24 0 5 12 97
Wealth Transfers, Indifference Pricing, and XVA Compression Schemes 0 0 0 0 0 2 7 10
XVA Analysis From the Balance Sheet 0 0 1 12 0 4 12 35
XVA Analysis From the Balance Sheet 0 0 0 0 1 1 7 13
XVA Metrics for CCP Optimisation 0 0 0 1 0 5 9 14
Total Working Papers 0 0 3 651 6 73 248 2,551
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 3 11
A new Fourier transform algorithm for value-at-risk 0 0 1 17 0 2 10 71
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices 0 0 1 8 0 2 10 54
A two-state jump model 0 0 0 7 0 2 7 44
AFFINE LATTICE MODELS 0 0 0 3 1 4 10 20
Coherent global market simulations and securitization measures for counterparty credit risk 0 0 2 44 1 6 18 145
Dimension Reduction in the Computation of Value‐at‐Risk 0 0 0 0 0 1 5 6
Discrete credit barrier models 0 0 1 5 0 1 7 32
Implied migration rates from credit barrier models 0 0 5 37 0 3 16 147
KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS 0 0 0 0 0 10 16 22
Quantitative reverse stress testing, bottom up 0 1 2 6 0 4 15 25
RESTRUCTURING COUNTERPARTY CREDIT RISK 0 0 0 3 1 5 15 60
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 0 4 14 86
Spectral methods for volatility derivatives 0 0 0 10 0 3 13 84
XVA analysis from the balance sheet 0 0 0 5 0 5 16 36
XVA metrics for CCP optimization 0 1 1 14 0 7 18 71
Total Journal Articles 0 2 13 175 3 60 193 914

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 2 9 22 92
Total Books 0 0 2 15 2 9 22 92

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 4 15 24
Total Chapters 0 0 0 0 0 4 15 24

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Statistics updated 2026-06-04