Alonso Peña, Ph.D.

Alonso Peña, Ph.D. is an SDA Professor at the SDA Bocconi School of Management in Milan. He has worked as a quantitative analyst in the structured products group for Thomson Reuters Risk and for Unicredit Group in London and Milan. He holds a Ph.D. degree from the University of Cambridge on Finite Element Analysis and the Certificate in Quantitative Finance (CQF) from 7city Learning, the U.K. He has lectured and supervised graduate and post-graduate students from the universities of Oxford, Cambridge, Bocconi, Bergamo, Pavia, Castellanza, and the Politecnico di Milano. His area of expertise is the pricing of financial derivatives, in particular, structured products.

He has publications in the fields of Quantitative Finance, applied mathematics, neuroscience, and the history of science. He has been awarded the Robert J. Melosh Medal—first prize for the best student paper on Finite Element Analysis, Duke University, USA; and the Rouse Ball Travelling Studentship in Mathematics, Trinity College, Cambridge. He has been to the Santa Fe Institute, USA, to study complex systems in social sciences.

His publications include the following:

  • The One Factor Libor Market Model Using Monte Carlo Simulation: An Empirical Investigation
  • On the Role of Behavioral Finance in the Pricing of Financial Derivatives: The Case of the S&P 500
  • Option Pricing with Radial Basis Functions: A Tutorial
  • Application of extrapolation processes to the finite element method
  • On the Role of Mathematical Biology in Contemporary Historiography

He is currently working as a tutor for CQF (Fitch Learning) and a visiting faculty for the Indian Institute for Quantitative Finance, Mumbai.

He lives in Italy with his wife Marcella, his daughters Francesca and Isabel, and his son Marco.

Alonso Peña, Ph.D. has worked on the following Packt books:

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