Alonso Pena

Alonso Pena
Banking and Insurance
alonso.pena@sdabocconi.it

Via Bocconi 8, room 224
Tel.+39 02 5836.5282 - 6886 Fax.02-5836.6893

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Curriculum Vitae

SDA Lecturer

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


Academic position and/or professional activities

Contract Professor, Department of Finance, Bocconi University, Milan, Italy


Research Interests

  • Quantitative Finance
  • Financial Derivatives
  • Quantitative Risk Management
  • Couterparty Credit Risk, XVA