Alonso Pena Pina
Finance
Biografia
Quantitative Analyst, European Investment Bank, Luxembourg
Lecturer di Banking and Insurance
Laurea in Fisica, Instituto Tecnologico di Monterrey, Mexico, 1991
Ph.D. in Matematica Applicata, Università di Cambridge, 1997
Certificate in Quantitative Finance UK (CQF), 2004
Chartered Mathematician UK (CMath), 2023
Fellow, Institute of Mathematics and its Applications UK (FIMA), 2023
Professore a contratto, Dipartimento di Finanza, Università L. Bocconi, Milano
Aree di interesse e di ricerca: Quantum Computing, Quantitative Finance, Financial Derivatives, Quantitative Risk Management, Couterparty Credit Risk, XVA
Pubblicazioni recenti
Quantum Computing for Finance: A Guided Tour
Wilmott, 2024, vol.2024, no. 131
Advanced quantitative finance with C++
Packt Publishing, Gran Bretagna, 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, Gran Bretagna
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, Danimarca
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, Portogallo
Grants & Premi
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