Andrea Pallavicini: Head of Equity, FX and Commodity models, BANCA IMI
Andrea Pallavicini is the head of equity, FX and commodity models at Banca IMI, Milan, and visiting professor at the Department of Mathematics of Imperial College, London. He holds a Ph.D. in Theoretical and Mathematical Physics from the University of Pavia for his research activity at CERN. Over the years he published several papers in financial modelling, theoretical physics and astrophysics. He is the author of the books “Credit Models and the Crisis: a journey into CDOs, copulas, correlations and dynamic models”, Wiley (2010), and “Counterparty Credit Risk, Collateral and Funding with pricing cases for all asset classes”, Wiley (2013).