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Angelo Barbieri

Angelo Barbieri
Head of the Valuation Research Group

About the Contributor

Angelo Barbieri is Managing Director and Head of the Valuation Research group. He oversees all modelling aspects related to valuation and risk assessment of derivatives structures supported by MSCI risk and FEA products. Previously, he was the Head of Financial Engineering at Financial Engineering Associates (FEA); FEA was acquired by Barra in late 2002. Angelo holds a Ph.D. in Physics from the University of California at Santa Barbara.

Blog posts by Angelo Barbieri

  1. Many natural-gas traders, including operators of storage facilities, depend on seasonal price spreads to earn reliable returns. Traditionally, they buy natural gas in the summer, when prices fall, and then sell during the winter, when prices go up.

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