Andrea Macrina

Andrea Macrina

Dr

  • 142
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Personal profile

Research interests

  • Credit risk and pricing of credit derivatives
  • Information-based modelling of asset prices
  • Models for inflation and of inflation-linked securities
  • Hybrid products
  • Interest rate modelling
  • Insurance reserving

Research interests (short)

Credit risk, price of credit derivatives Information-based modelling of asset prices Models for inflation and of inflation-linked securities Hybrid products Interest rate modelling

Education/Academic qualification

Doctor of Philosophy, An Information-Based Framework for Asset Pricing: X-Factor Theory and its Applications, King's College London

Award Date: 1 Jan 2007

Master of Science, Towards a Gauge Invariant Scattering Theory of Cylindrical Gravitational Waves, University of Bern

Award Date: 1 Jan 2002

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