Statistics
Publications
2
Citations
36
H-Index
2
Active since
2002
Affiliations
Barclays (United Kingdom)(Current)
Marco Naldi is an author at Barclays (United Kingdom) specializing in business, finance, and dependence modeling.
Publications per year
2002–2003
2
2
Pricing Multiname Credit Derivatives: Heavy Tailed Hybrid Approach
Roy Mashal, Marco Naldi · SSRN Electronic Journal · 2002 · 21 citations · Full text
Extreme Events and Multi-Name Credit Derivatives
Marco Naldi · 2003 · 15 citations
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