Alonso Pena Pina
Finance
Biography
Quantitative Analyst, European Investment Bank, Luxembourg
Lecturer of Banking and Insurance
Degree in Physics, Instituto Tecnologico de Monterrey, Mexico, 1991
Ph.D. in Applied Mathematics, University of Cambridge, 1997
Certificate in Quantitative Finance UK (CQF), 2004
Chartered Mathematician UK (CMath), 2023
Fellow, Institute of Mathematics and its Applications UK (FIMA), 2023
Contract Professor, Department of Finance, Bocconi University, Milan, Italy
Research Interests: Quantitative Finance, Financial Derivatives, Quantitative Risk Management, Couterparty Credit Risk, XVA
Latest publications
Quantum Computing for Finance: A Guided Tour
Wilmott, 2024, vol.2024, no. 131
Advanced quantitative finance with C++
Packt Publishing, Great Britain, 2014
The Credit Valuation Adjustment of an Interest Rate Swap Step-by-Step (Static Formulation)
2017, SSRN
The Perfect Storm: Société Générale and Jérôme Kerviel
2011, The Case Centre, Great Britain
On the role of behavioral finance in the pricing of financial derivatives: the case of S&P500
EFMA Annual Conference - June 23-26, 2010, Aarhus, Denmark
On the role of behavioral finance in the pricing of financial derivatives: the case of S&P500 options
World Finance Conference - May 26-28, 2010, Porto, Portugal
Grants & Honors
Rouse Ball Travelling Studentship in Mathematics - University of Cambridge
, 1996
Overseas Research Students (ORS) Award - Secretary of State for Education and Science
, 1994
Yates-Unilever Scholarship - University of Cambridge
, 1992
Robert J Melosh Medal: First Prize for the Best Student Paper on Finite Element Analysis - Duke University - Fuqua School of Business
, 1991