Access Statistics for Marco Bianchetti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Brexit or Bremain ? Evidence from bubble analysis 0 0 0 82 0 2 2 78
Effective dimensionality reduction for Greeks computation using Randomized QMC 0 1 1 1 1 2 4 4
Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask 0 0 1 31 1 10 23 119
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR 0 0 0 79 1 4 17 190
Learning Bermudans 1 1 1 16 2 5 13 39
Markets Evolution After the Credit Crunch 0 0 0 12 0 6 8 35
No Fear of Discounting How to Manage the Transition from EONIA to ESTR 0 0 0 0 1 6 8 8
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis 0 0 0 14 3 7 29 62
Risk-aware Trading Portfolio Optimization 0 1 1 2 0 3 10 11
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 13 0 5 8 62
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 14 0 2 7 52
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves 1 2 3 172 4 8 16 408
Total Working Papers 2 5 7 436 13 60 145 1,068

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Interest Rates After the Credit Crunch: Markets and Models Evolution 0 0 0 0 1 7 7 225
Learning Bermudans 0 0 0 0 1 6 9 9
XVA modelling: validation, performance and model risk management 2 4 14 35 8 22 56 96
Total Journal Articles 2 4 14 35 10 35 72 330

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Statistics updated 2026-04-09