Concepedia

Daniele Perini

DP

Statistics

Publications

2

Citations

161

H-Index

2

Active since

2011

Affiliations

Imperial College London(Current)

Intesa Sanpaolo (Italy)

Daniele Perini is an author at Imperial College London specializing in asset valuation adjustments, quantitative finance, and collateral management.

Publications per year

2011–2012

2

Publications

2

Funding Valuation Adjustment: A Consistent Framework Including CVA, DVA, Collateral, Netting Rules and Re-Hypothecation

Andrea Pallavicini, Daniele Perini, Damiano Brigo · SSRN Electronic Journal · 2011 · 84 citations · Full text

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Funding, Collateral and Hedging: Uncovering the Mechanics and the Subtleties of Funding Valuation Adjustments

Andrea Pallavicini, Daniele Perini, Damiano Brigo · SSRN Electronic Journal · 2012 · 77 citations · Full text

, , +17

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