6 citations · 6 across the 1 of their papers we have counts for
3 papers
q-fin.PR2012★ 6 cited
Funding, Collateral and Hedging: uncovering the mechanics and the subtleties of funding valuation adjustments
Andrea Pallavicini, Daniele Perini, Damiano Brigo
The main result of this paper is a collateralized counterparty valuation adjusted pricing equation, which allows to price a deal while taking into account credit and debit valuatio…
hep-th2004
On the Ultraviolet Behaviour of Newton's constant
Roberto Percacci, Daniele Perini
We clarify a point concerning the ultraviolet behaviour of the Quantum Field Theory of gravity, under the assumption of the existence of an ultraviolet Fixed Point. We explain why…
hep-th2003
Gravity and Matter with Asymptotic Safety
Daniele Perini
Building a consistent Quantum Theory of Gravity is one of the most challenging aspects of modern theoretical physics. In the past couple of years, new attempts have been made along…