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 1 2 78
Effective dimensionality reduction for Greeks computation using Randomized QMC 0 0 1 1 6 7 10 10
Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask 0 0 0 31 1 4 23 120
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR 0 0 0 79 3 4 20 193
Learning Bermudans 0 1 1 16 2 4 15 41
Markets Evolution After the Credit Crunch 0 0 0 12 0 1 8 35
No Fear of Discounting How to Manage the Transition from EONIA to ESTR 0 0 0 0 1 4 9 9
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis 0 0 0 14 6 10 35 68
Risk-aware Trading Portfolio Optimization 0 1 1 2 3 4 13 14
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 13 1 3 9 63
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 14 1 1 8 53
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves 0 2 3 172 2 8 18 410
Total Working Papers 0 4 6 436 26 51 170 1,094

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 5 9 227
Learning Bermudans 0 0 0 0 0 1 9 9
XVA modelling: validation, performance and model risk management 0 4 14 35 3 14 59 99
Total Journal Articles 0 4 14 35 5 20 77 335

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Statistics updated 2026-05-06