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 0 75
Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask 0 1 2 26 2 4 17 80
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR 0 0 0 79 0 0 0 171
Learning Bermudans 1 1 2 14 1 3 6 23
Markets Evolution After the Credit Crunch 1 1 2 12 1 1 2 27
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis 0 0 0 12 0 0 1 30
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 13 0 0 0 50
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 14 0 0 0 41
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves 0 0 3 163 0 2 7 375
Total Working Papers 2 3 9 415 4 10 33 872


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 5 214
Total Journal Articles 0 0 0 0 1 1 5 214


Statistics updated 2024-02-04