Daniele Perini

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  • Damiano Brigo, Massimo Morini, Andrea Pallavicini, Claudio Albanese, Imane Bakkar, Tom Bielecki +8 others
  • 2012
We present a dialogue on Counterparty Credit Risk touching on Swaps (CCDS) and CVA restructuring possibilities through margin lending. The dialogue is in the form of a Q&A between a CVA expert and a newly hired colleague. for helpful discussions on CVA after my training courses and plenary talks. I am also grateful to Andrea Prampolini, Vasileios(More)
In this paper we describe how to include funding and margining costs into a risk-neutral pricing framework for counterparty credit risk. We consider realistic settings and we include in our models the common market practices suggested by the ISDA documentation without assuming restrictive constraints on margining procedures and close-out netting rules. In(More)
We clarify a point concerning the ultraviolet behaviour of the Quantum Field Theory of gravity, under the assumption of the existence of an ultraviolet Fixed Point. We explain why Newton's constant should to scale like the inverse of the square of the cutoff, even though it is technically inessential. As a consequence of this behaviour, the existence of an(More)
Building a consistent Quantum Theory of Gravity is one of the most challenging aspects of modern theoretical physics. In the past couple of years, new attempts have been made along the path of " asymptotic safety " through the use of Exact Renormalisation Group Equations, which hinge on the existence of a non-trivial fixed point of the flow equations. We(More)
Serological techniques commonly used to quantify influenza-specific antibodies include the Haemagglutination Inhibition (HI), Single Radial Haemolysis (SRH) and Virus Neutralization (VN) assays. HI and SRH are established and reproducible techniques, whereas VN is more demanding. Every new influenza vaccine needs to fulfil the strict criteria issued by the(More)
In the last 20 years, novel non-seasonal influenza viruses have emerged, most of which have originated from birds. Despite their apparent inability to cause pandemics, with the exception of H1N1 swine influenza virus, these viruses still constitute a constant threat to public health. While general concern has decreased after the peak of the H5N1 virus, in(More)
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