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Modelling,_Pricing,_rand_Hedging_rCounterparty_rCredit_Exposure_rA_Technical_Guide.zip
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本附件包括：- Modelling,_Pricing,_rand_Hedging_rCounterparty_rCredit_Exposure_rA_Technical_Guide.pdf
authors:
Giovanni Cesari is Managing Director at UBS. He has more than 10 years’ ex-
perience in modelling and pricing counterparty credit exposure. Before moving to
finance, Giovanni worked for several years in particle physics and in theoretical
computer science. Giovanni holds a Laurea in Electrical Engineering from the Uni-
versity of Trieste, a Perfezionamento in Physics from the University of Padova, and
a Ph.D. from ETH, Zurich.
John Aquilina holds an M.Phil. in Statistical Science from the University of Cam-
bridge and a Ph.D. in Mathematical Finance from the University of Bath. He has
worked on modelling counterparty credit exposure at UBS since 2005.
Niels Charpillon holds a Diplôme d’Ingénieur from Ecole des Mines, an M.Sc. in
Financial Mathematics from Warwick Business School, and a Licence in Economics
from University of St. Etienne. He joined the counterparty exposure team at UBS in
2006.
Zlatko Filipovi´ c started working for UBS in 2005 as a Quantitative Analyst in
the counterparty exposure team. Before joining UBS, Zlatko had been working for
Mako Global Derivatives, London, as a Financial Engineer. Zlatko obtained a Ph.D.
in Quantitative Finance from Imperial College, London, after graduating from the
Faculty of Mathematics, University of Belgrade.
Gordon Lee joined the counterparty exposure team at UBS in 2006. Prior to UBS,
he was a Senior Associate in quantitative risk and performance analysis at Wilshire
Associates. Gordon holds an M.A. in Mathematics from Churchill College, Univer-
sity of Cambridge.
Ion Manda holds a Diploma de Inginer from the University of Bucharest and a
M.Sc. in Financial Engineering from University of London. He has been working in
the credit exposure team at UBS since 2006. Ion has about 10 years’ experience as
a software engineer.
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