معرفی
Dr. Marco Realdon serves as an Honorary Senior Lecturer at Brunel Business School, which is part of the College of Business, Arts and Social Sciences at Brunel University. His office is located in Marie Jahoda 234a, and he can be contacted at marco.realdon@brunel.ac.uk or by phone at +44 (0)1895 265102.
Dr. Realdon's research focuses on several key areas in quantitative finance:
- Credit risk pricing models
- Models of the term structure of interest rates
- Bond pricing and swap pricing
His scholarly work demonstrates expertise in developing sophisticated mathematical models for financial instruments, particularly in fixed income markets. Dr. Realdon has published extensively in leading finance journals, with research spanning from theoretical model development to practical applications in credit derivatives, interest rate modeling, and bond valuation. His recent work has addressed contemporary challenges such as negative interest rates in the Eurozone and the efficiency of European swap markets.
Analysis of his publication record shows a consistent focus on quantitative finance methodology, with particular emphasis on affine and quadratic term structure models, credit risk modeling, and bond valuation techniques. His research has evolved to address emerging market conditions, including the unique challenges presented by negative interest rates in European markets.
Dr. Realdon maintains an active research profile as evidenced by his 2024 publication on Estr overnight index swap market efficiency, indicating ongoing scholarly contributions to the field of quantitative finance.
His scholarly network includes collaborations with researchers such as Dr. Aris Kartsaklas, Dr. Evgeniya Nolde, Professor Yiannis Karavias, Dr. Elena Boguslavskaya, and Professor Alper Kara, suggesting active engagement with the academic finance community.
