Alberto Fernández Muñoz de Morales
Santander Bank,
Alberto holds a B.A. in Mathematics, an M.Sc. in Economics by CEMFI and a PhD in Banking and Quantitative Finance. He started working at BBVA in 2010 at Risk Methodologies, where he was involved in the validation of Front Office pricing models and the definition and implementation of market-related methodologies for the Risk department. In 2015, Alberto joined Santander Bank in the Model Risk Area, where he is involved in the validation of market models in an end-to-end perspective.
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Articles by Alberto Fernández Muñoz de Morales
A bond consistent derivative fair value
This paper presents a rigorously motivated pricing equation for derivatives.