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 0 1 76
Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask 0 0 2 28 1 1 12 94
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR 0 0 0 79 0 0 1 172
Learning Bermudans 0 0 0 15 0 0 1 26
Markets Evolution After the Credit Crunch 0 0 0 12 0 0 0 27
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis 1 1 2 14 2 2 3 33
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 13 0 0 4 54
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 14 0 1 2 43
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves 0 0 5 168 1 2 16 391
Total Working Papers 1 1 9 425 4 6 40 916


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 1 4 218
Total Journal Articles 0 0 0 0 1 1 4 218


Statistics updated 2025-03-03