Clarity AI University of Oxford

London, England, United Kingdom
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About

I'm not easy to put in a box because I am a mix between a mathematician and a programmer,…

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Publications

  • Managing XVA in the Ring-Fenced Bank

    Landmarks in XVA: From Counterparty Risk to Funding Costs and Capital, Risk Books

    See publication

  • An Almost Exact Simulation Method for the Heston Model

    The Journal of Computational Finance

    An Almost Exact Simulation Method for the Heston Model, The Journal of Computational Finance, Volume 11 Number 1, Fall 2007

Languages

  • English

    Native or bilingual proficiency

  • Spanish

    Native or bilingual proficiency

Organizations

  • IMDEA

    Trustee

    -

    Instituto Madrileño de Estudios Avancados (Matemáticas)

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Websites

Blog
https://www.attentioncoach.es/

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