Fabio Mercurio, Ph.D.
PersonalBiography
Fabio Mercurio is a senior researcher at Bloomberg LP, New York.
He is also director of the research committee of Iason Ltd.
Previously, he was the head of the Financial Engineering at Banca IMI, Milan.
He holds a BSc in Applied Mathematics from the University of Padua and a Ph.D. in Mathematical Finance from the Erasmus University of Rotterdam.
His recent scientific interests include interest rate and inflation modelling for pricing and hedging exotics, the pricing of hybrids and the smile modelling for different asset classes.
Interest
Rate Models:
Theory and Practice
2nd edition
Theory and Practice
2nd edition
Disclaimer
This site is my own creation. By no means it reflects the opinion of the company I work for.
This site is my own creation. By no means it reflects the opinion of the company I work for.