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SDA Bocconi
Faculty & Competence

Faculty & Competence

Alonso Pena

  • SDA Professor of Banking and Insurance
alonso.pena@sdabocconi.it
Via Bocconi 8, room 224
20136 MILANO
Tel +39 02-5836.5282/.6794
Fax +39 02-5836.6893

Curriculum Vitae


Degree in Physics, Instituto Tecnologico de Monterrey, Mexico, 1991
Ph.D. in Applied Mathematics, University of Cambridge, 1997

Research Interests

  • Quantitative Finance

PUBLICATIONS

Articles

  • Alonso Pena, Barbara Alemanni, Giovanna Zanotti. "On the role of behavioral finance in the pricing of financial derivatives: the case of the S&P 500 index". CAREFIN Bocconi, Working Paper Series, 2009.
  • Soehle M, Czosnyka M, Chatfield DA, Hoeft A, Pena A. Variability and fractal analysis of middle cerebral artery blood flow velocity and arterial blood pressure in subarachnoid hemorrhage. J Cereb Blood Flow Metab. 2008 Jan;28(1):64-73.
  • Salmond CH, Menon DK, Chatfield DA, Williams GB, Pena A, Sahakian BJ, Pickard JD. Diffusion tensor imaging in chronic head injury survivors: correlations with learning and memory indices, Neuroimage29(1):117-24, 2006.
  • Price SJ, Dean A, Burnet NG, Gillard JH, PJ Hutchinson, Carpenter TA, Pena A, Jena R, Pickard JD.Improved Delineation of Glioma Margins and Regions of Infiltration Using Diffusion Tensor Imaging: An Image-Guided Biopsy Study. American Journal of Neuroradiology27:1969-74, 2006.
  • Pena A, Green HAL, Carpenter TA, Price SJ, Pickard JD, Gillard JH. Enhanced visualisation and quantification of magnetic resonance diffusion tensor imaging using the p:q tensor decomposition. British Journal of Radiology, 79:101-109, 2006.
  • Pena A, Option Pricing with Radial Basis Functions: A Tutorial, Wilmott Magazine, September 2005.
  • Tasker RC, Salmond CH, Westland AG, Pena A, Gillard JH, Sahakian BJ, Pickard JD. Head circumference and brain and hippocampal volume after severe traumatic brain injury in childhood. PediatricResearch58(2):302-8, 2005
  • Salvador R, Pena A, Menon DK, Carpenter TA, Pickard JD, Bullmore ET. Formal characterization and extension of the linearized diffusion tensor model, Human Brain Mapping 24(2):144-55, 2005.
  • Price SJ, Pena A, Burnet NG, Pickard JD, Gillard JH. Detecting glioma invasion of the corpus callosum using diffusion tensor imaging.BrJNeurosurgery18(4):391-5, 2004.
  • Price SJ, Pena A, Burnet NG, Jena R, Green HA, Carpenter TA, Pickard JD, Gillard JH. Tissue signature characterisation of diffusion tensor abnormalities in cerebral gliomas. European Radiology, 14(10):1909-17, 2004.
  • Owler BK, Pena A, Momjian S, Czosnyka Z, Czosnyka M, Harris NG, Smielewski P, Fryer T, Donvan T, Carpenter A, Pickard JD. Changes in cerebral blood flow during cerebrospinal fluid pressure manipulation in patients with normal pressure hydrocephalus: a methodological study.J CerebBloodFlowMetab24(5):579-87, 2004.
  • Momjian S, Owler BK, Czosnyka Z, Czosnyka M, Pena A, Pickard JD. Pattern of white matter regional cerebral blood flow and autoregulation in normal pressure hydrocephalus. Brain 127(Pt 5):965-72, 2004.
  • Owler BK, Momjian S, Czosnyka Z, Czosnyka M, Pena A, Harris NG, Smielewski P, Fryer T, Donovan T, Coles J, Carpenter A, Pickard JD. Normal pressure hydrocephalus and cerebral blood flow: a PET study of baseline values. JCerebBloodFlowMetab24(1):17-23, 2004.
  • Donovan T, Fryer TD, Pena A, Watts C, Pickard JD. Stereotactic MR imaging for planning neural transplantation: a reliable technique at 3 Tesla? BrJNeurosurg.17:443-9, 2003.
  • Price SJ, Burnet NG, Donovan T, Green HA, Pena A, Antoun NM, Pickard JD, Carpenter TA, Gillard JH. Diffusion tensor imaging of brain tumours at 3T: a potential tool for assessing white matter tract invasion? ClinicalRadiology58(6):455-62, 2003.
  • Pena A, Owler BK, Fryer TD, Minhas P, Czosnyka M, Crawford PJ, Pickard JD. A case study of hemispatial neglect using finite element analysis and positron emission tomography. J Neuroimaging. 2002 Oct;12(4):360-7.
  • Pena A, et al., Communicating hydrocephalus: the biomechanics of progressive ventricular enlargement revisited. ActaNeurochirSuppl.81:59-63, 2002.
  • Green HA, Pena A, Price SJ, Warburton EA, Pickard JD, Carpenter TA, Gillard JH. Increased anisotropy in acute stroke: a possible explanation. Stroke33(6):1517-21, 2002.
  • Pena A, On the Role of Mathematical Biology in Contemporary Historiography, contributed chapter in the book: The Return of Science: Evolution, History, Theory. Rowman & Littlefield (2002), ISBN: 0742521613, pp: 189-213. Philip Pomper and David Gary Shaw (Editors).
  • Pena A, Bolton MD, Whitehouse H, Pickard JD. Effects of brain ventricular shape on periventricular biomechanics: a finite-element analysis. Neurosurgery45(1):107-16, 1999;
  • Pena A, On the Role of Mathematical Biology in Contemporary Historiography, History and Theory, Vol. 38, No. 4, Theme Issue 38: (Dec., 1999), pp. 101-120.
  • Pena A, Bolton MD and Pickard JD, Cellular poroelasticity: A theoretical model for soft tissue, Poromechanics, Thimus JF, Abousleiman Y, Cheng AHD, Coussy O and Detournay E (eds), 475¬80, 1998;
  • Sainz JB, Pena A, Application of extrapolation processes to the finite element method, Finite Elements in Analysis and Design, 10 (3): 267-279, 1991.

SDA Bocconi Activities

Executive Programs
 
Bocconi School of Management