Marco Naldi

Barclays

Managing Director

745 7th Avenue

Floor 2

New York, NY

United States

SCHOLARLY PAPERS

2

DOWNLOADS

1,158

TOTAL CITATIONS

12

Scholarly Papers (2)

1.

Pricing Multiname Credit Derivatives: Heavy Tailed Hybrid Approach

Number of pages: 28 Posted: 11 Jan 2002
Roy Mashal and Marco Naldi
Lehman Brothers, New York and Barclays
Downloads 941 (50,135)
Citation 12

Abstract:

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Credit risk, credit derivatives, copula functions, portfolio models

2.

Buying Protection from and on a Credit Derivative Product Company

QCR Quarterly, pp. 25-34, July 2008
Number of pages: 10 Posted: 24 Mar 2010
Yadong Li and Marco Naldi
Barclays - Barclays Capital - New York and Barclays
Downloads 217 (278,502)

Abstract:

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CDPC, CDS, Counterparty Risk