Alonso Pena Pina

Banking and Insurance

Biography

Latest publications

Pena Pina A. Advanced quantitative finance with C++ Packt Publishing, Great Britain, 2014
Pena Pina A., Fioravanti A. The Credit Valuation Adjustment of an Interest Rate Swap Step-by-Step (Static Formulation) 2017, SSRN
Pena Pina A. The Perfect Storm: Société Générale and Jérôme Kerviel 2011, The Case Centre
ZANOTTI G., ALEMANNI B., PENA PINA A. 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
ALEMANNI B., PENA PINA A., ZANOTTI G. 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
ALEMANNI B., PENA PINA A., ZANOTTI G. On the Role of Behavioral Finance in the Pricing of Financial Derivatives: The Case of the S&P 500 2010, BAFFI-CAREFIN Centre for Applied Research on International Markets, Banking, Finance & Regulation Research Paper Series, Milano, Italy

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