Access Statistics for Marco Bianchetti

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	76
Effective dimensionality reduction for Greeks computation using Randomized QMC	0	0	0	0	0	0	1	1
Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask	0	0	3	31	4	8	16	109
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR	0	0	0	79	0	5	6	178
Learning Bermudans	0	0	0	15	1	4	5	31
Markets Evolution After the Credit Crunch	0	0	0	12	1	1	1	28
No Fear of Discounting How to Manage the Transition from EONIA to ESTR	0	0	0	0	0	0	0	0
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis	0	0	1	14	2	9	24	55
Risk-aware Trading Portfolio Optimization	0	0	1	1	1	3	6	6
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management	0	0	0	13	0	1	3	57
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management	0	0	0	14	0	3	6	48
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves	1	1	2	170	2	3	9	398
Total Working Papers	1	1	7	431	11	37	77	987

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	218
Learning Bermudans	0	0	0	0	1	1	3	3
XVA modelling: validation, performance and model risk management	0	4	11	27	4	11	32	63
Total Journal Articles	0	4	11	27	5	12	36	284

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2025-12-06