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 2 78
Effective dimensionality reduction for Greeks computation using Randomized QMC 0 0 1 1 1 1 11 12
Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask 1 3 3 34 2 6 26 127
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR 0 0 0 79 1 1 21 194
Learning Bermudans 0 0 1 16 3 5 19 46
Markets Evolution After the Credit Crunch 0 0 0 12 1 2 10 37
No Fear of Discounting - How to Manage the Transition from EONIA to ESTR 0 0 0 0 1 2 11 11
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis 0 0 0 14 1 1 23 69
Risk-aware Trading Portfolio Optimization 0 0 1 2 1 1 13 16
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 14 1 2 10 55
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 13 0 1 8 64
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves 0 0 3 172 2 2 19 414
Total Working Papers 1 3 9 439 14 24 173 1,123

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 0 0 9 227
Learning Bermudans 0 0 0 0 1 1 8 10
XVA modelling: validation, performance and model risk management 0 3 17 40 2 12 64 116
Total Journal Articles 0 3 17 40 3 13 81 353

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Statistics updated 2026-09-10