Books By Antonio Castagna, Francesco Fede - Author

About the authors

ANTONIO CASTAGNA is currently partner and co-founder of the consulting company Iason Ltd, focusing on the design of models to price complex derivatives and to measure financial, liquidity and credit risks. Previously he was with Banca IMI Milan, from 1999 to 2006, where he first worked as a market maker of cap/floors and swaptions and then set up the FX options market-making desk. He started his carrier in 1997 at IMI Bank Luxembourg, in the Risk Control Department. He graduated in Finance at LUISS University in Rome in 1995. He has written papers on different issues, including credit derivatives, managing exotic options risks and volatility smiles, and is also the author of FX Options and Smile Risk, John Wiley & Sons.

FRANCESCO FEDE is a graduate of the LUISS University of Rome. From 1996 he worked for IMI Bank Lux as financial controller and risk manager. In 1998 he moved to Banca IMI Milan, where he started his career as a short-term interest