Fabio Mercurio, Ph.D.
Articles/SlidesBiography
Fabio Mercurio is Head of Derivatives Research at Bloomberg LP, New York.
He is also Adjunct Professor at NYU, member of CME Risk Committee, and director of the research committee of Iason Ltd,
Fabio holds a BSc in Applied Mathematics from the University of Padua and a Ph.D. in Mathematical Finance from the Erasmus University of Rotterdam.
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.