Albert Ferreiro Castilla Phd Email & Phone Number

Barcelona, Catalonia, Spain

Capital Relief and Deleveraging Solutions Balance Sheet Optimization and Synthetic Securitization

Provide NII stability to the Banking BookALCO Fixed Income Portfolio and Hedging Book

Sabadell Area, Spain

Equity fund manager at Banc Sabadell.

London, United Kingdom

Research in Mathematical Finance and Actuarial Science. Teaching:Advance Computing in FinanceAdmin: Careers&Publicity of the MSc in Mathematical FinanceCareers&Employability of the Undergraduate programm in Mathematics

Bath, United Kingdom

Lévy processes have received increasing attention during the last decades, both for mathematical reasons as well as practical applications. One field which has firmly embedded this class of processes into its research machinery is Mathematical Finance. Wiener-Hopf theory has largely contributed little to practical applications because there are few cases for which the factorization is known. Extremely recent developments have exposed a methodology to develop families of factorizations for large classes of processes. This new point of view has an overwhelmingly obvious application to various financial models, invoking sophisticated numerical techniques that can have real impact through new, more convenient families of factorizations. The project thus aims to dig deeper into Wiener-Hopf theory, bringing forward new analytic results that will feed directly into numerical methods.

Madrid Area, Spain

Teaching "Statistics" (Descriptive statistics, SPSS, statistical inference, test hypothesis, linear regression, ANOVA, ...) at the "Nutrition Science" degree.

Eindhoven Area, Netherlands

Barcelona Area, Spain

PhD in Probability (Statistics and Operational Research).A significant part of this research is about studying a stochastic process through its characteristic function. The advantage of such point of view is the possibility of applying deep results from complex analysis to derive properties on the characteristic function which can be translated into probabilistic properties of the process itself. This is the philosophy behind most of the ideas and justifies the thematic unity of my PhD.

Doctor Of Philosophy (Phd), Mathematics, Cum Laude

Titulación En Mercados Financieros, Master

Master'S Degree, Mathematics For Financial Engineering

Master'S Degree, Advanced Mathematics

Licenciado, Mathematics