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 1 3 6 7
A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices 0 0 0 75 0 4 11 242
A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs 0 0 0 96 0 3 4 382
CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES 0 0 0 113 0 4 8 441
Capital Valuation Adjustment and Funding Valuation Adjustment 0 0 1 10 0 0 7 56
Capital Valuation Adjustment and Funding Valuation Adjustment 0 0 0 4 0 4 8 31
Capital and Funding 0 0 0 17 2 3 10 48
Capital and collateral simulation for reverse stress testing 0 0 0 2 0 3 4 7
Dynamic Conditioning and Credit Correlation Baskets 0 0 0 22 0 7 12 167
Handling model risk with XVAs 0 0 0 13 0 1 17 29
Moment Methods for Exotic Volatility Derivatives 0 0 0 9 0 1 4 59
Moment Methods for Exotic Volatility Derivatives 0 0 0 44 0 2 3 169
OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING 0 0 0 26 0 6 11 144
Quantitative Reverse Stress Testing, Bottom Up 0 1 1 32 1 8 19 69
Restructuring Counterparty Credit Risk 0 0 0 31 0 6 10 132
Restructuring counterparty credit risk 0 0 0 77 0 7 9 173
SPECTRAL METHODS FOR VOLATILITY DERIVATIVES 0 0 1 43 1 8 14 175
Spectral methods for volatility derivatives 0 0 0 24 0 2 7 92
Wealth Transfers, Indifference Pricing, and XVA Compression Schemes 0 0 0 0 0 4 5 8
XVA Analysis From the Balance Sheet 0 0 1 12 2 3 10 33
XVA Analysis From the Balance Sheet 0 0 0 0 0 1 6 12
XVA Metrics for CCP Optimisation 0 0 0 1 0 3 4 9
Total Working Papers 0 1 4 651 7 83 189 2,485
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 0 2 10
A new Fourier transform algorithm for value-at-risk 0 0 1 17 1 5 9 70
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices 0 0 1 8 1 6 9 53
A two-state jump model 0 0 0 7 0 3 5 42
AFFINE LATTICE MODELS 0 0 1 3 1 6 8 17
Coherent global market simulations and securitization measures for counterparty credit risk 0 0 2 44 0 4 13 139
Dimension Reduction in the Computation of Value‐at‐Risk 0 0 0 0 0 3 4 5
Discrete credit barrier models 0 1 1 5 0 3 6 31
Implied migration rates from credit barrier models 0 4 5 37 0 6 13 144
KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS 0 0 0 0 2 8 8 14
Quantitative reverse stress testing, bottom up 1 2 2 6 2 8 15 23
RESTRUCTURING COUNTERPARTY CREDIT RISK 0 0 0 3 1 3 12 56
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 0 6 10 82
Spectral methods for volatility derivatives 0 0 0 10 0 4 10 81
XVA analysis from the balance sheet 0 0 0 5 0 7 11 31
XVA metrics for CCP optimization 1 1 1 14 2 7 14 66
Total Journal Articles 2 8 14 175 10 79 149 864

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 1 2 15 3 8 16 86
Total Books 0 1 2 15 3 8 16 86

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 4 10 15 24
Total Chapters 0 0 0 0 4 10 15 24

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Statistics updated 2026-04-09