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 1 2 2 78
Effective dimensionality reduction for Greeks computation using Randomized QMC 0 1 1 1 0 2 3 3
Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask 0 0 3 31 2 9 24 118
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR 0 0 0 79 0 11 17 189
Learning Bermudans 0 0 0 15 0 6 11 37
Markets Evolution After the Credit Crunch 0 0 0 12 1 7 8 35
No Fear of Discounting How to Manage the Transition from EONIA to ESTR 0 0 0 0 2 7 7 7
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis 0 0 0 14 1 4 26 59
Risk-aware Trading Portfolio Optimization 1 1 2 2 1 5 11 11
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 14 0 4 9 52
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 13 2 5 8 62
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves 1 1 3 171 2 6 13 404
Total Working Papers 2 3 9 434 12 68 139 1,055

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 2 6 6 224
Learning Bermudans 0 0 0 0 0 5 8 8
XVA modelling: validation, performance and model risk management 2 6 12 33 3 25 48 88
Total Journal Articles 2 6 12 33 5 36 62 320

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Statistics updated 2026-03-04