Angela Gallo

Cass Business School

Lecturer in Finance

London

Great Britain

SCHOLARLY PAPERS

7

DOWNLOADS

709

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Measures of Performance of Italian Pension Funds

Number of pages: 26 Posted: 03 Feb 2010
Angela Gallo
Cass Business School
Downloads 439 (80,474)

Abstract:

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Pension Funds, TFR, measures of Performance

2.

CLO Market and Corporate Lending

Number of pages: 52 Posted: 21 Feb 2019 Last Revised: 19 Apr 2021
Angela Gallo and Min Park
Cass Business School and University of Exeter
Downloads 164 (220,476)

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Structured finance; Collateralized loan obligations (CLOs); Syndicated loans; Risk management.

3.

Embedded Option in Pension Funds: The Case of Conditional Indexation Policy

Number of pages: 10 Posted: 18 Jan 2010 Last Revised: 21 Jan 2015
Angela Gallo, Rosa Cocozza and Giuseppe Xella
Cass Business School, University of Naples Federico II - Faculty of Economics and University of Naples Federico II
Downloads 106 (306,281)

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Conditional indexation, barrier option, liabilities valuation, pension fund

4.

An Insight into Banks' Pricing: The Case of Covered Warrant

Posted: 11 Apr 2011
Rosa Cocozza, Antonio De Simone and Angela Gallo
University of Naples Federico II - Faculty of Economics, University of Naples Federico II - Faculty of Economics and Cass Business School

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covered warrant, mispricing, participation cost, market power.

5.

Valuation of the Conditional Indexation Option in Asset and Liability Management of Defined Benefit Pension Funds

MATHEMATICAL AND STATISTICAL METHODS FOR INSURANCE AND FINANCE, C. Perna, M. Sibillo, eds., Springer Verlag, Forthcoming
Posted: 18 Jan 2011
Rosa Cocozza, Angela Gallo and Giuseppe Xella
University of Naples Federico II - Faculty of Economics, Cass Business School and University of Naples Federico II

Abstract:

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Conditional indexation, ALM, barrier option, pension funds

6.

The Fair Value of Pension Liabilities: The Case of Embedded Option in Scenario Analysis

Investment Innovations and Financial Management, Vol. 7, pp. 36-45, 2010
Posted: 09 Jan 2011
Rosa Cocozza, Angela Gallo and Giuseppe Xella
University of Naples Federico II - Faculty of Economics, Cass Business School and University of Naples Federico II

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Conditional Indexation, Barrier Option, Liabilities Valuation, Pension Fund

7.

Option Market and Rights Issues: The Seat Pg and Tiscali Operations

Bancaria No. 10-2010
Posted: 09 Jan 2011
Enrica Bolognesi and Angela Gallo
University of Bologna - Department of Management and Cass Business School

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Capital Issue, Stock Diluition, Covered Call Strategy