Lorenzo Giada

Identifiers

• name variant Lorenzo Giada 0.60 · backfill

Papers (7)

1. Restructuring the "one-way CSA" counterparty risk in a CDO q-fin.RM · 2013 · author #1
2. A note on replicating a CDS through a repo and an asset swap q-fin.PR · 2013 · author #1
3. Funded Bilateral Valuation Adjustment q-fin.PR · 2012 · author #1
4. Bilateral Credit Valuation Adjustment of an Optional Early Termination Clause q-fin.PR · 2012 · author #1
5. Algorithms of maximum likelihood data clustering with applications cond-mat.stat-mech · 2002 · author #1
6. Data clustering and noise undressing for correlation matrices cond-mat.stat-mech · 2001 · author #1
7. First order phase transition in a nonequilibrium growth process cond-mat.stat-mech · 2000 · author #1

Mentions

• 1310.7128 #1 · backfill · confidence 0.70 Lorenzo Giada
• 1305.0040 #1 · backfill · confidence 0.70 Lorenzo Giada
• 1211.1564 #1 · backfill · confidence 0.70 Lorenzo Giada
• 1205.2013 #1 · backfill · confidence 0.70 Lorenzo Giada

Frequent Coauthors

• Claudio Nordio 4 shared papers
• Matteo Marsili 3 shared papers