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 0 7 10 11
Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask 1 1 1 32 2 4 25 123
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR 0 0 0 79 0 3 20 193
Learning Bermudans 0 0 1 16 1 3 15 42
Markets Evolution After the Credit Crunch 0 0 0 12 1 1 9 36
No Fear of Discounting How to Manage the Transition from EONIA to ESTR 0 0 0 0 1 2 10 10
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis 0 0 0 14 0 6 23 68
Risk-aware Trading Portfolio Optimization 0 0 1 2 0 4 12 15
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 14 1 2 9 54
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 13 0 1 9 63
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves 0 0 3 172 0 4 19 412
Total Working Papers 1 1 7 437 6 37 163 1,105

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 2 9 227
Learning Bermudans 0 0 0 0 0 0 8 9
XVA modelling: validation, performance and model risk management 2 4 17 39 5 13 64 109
Total Journal Articles 2 4 17 39 5 15 81 345

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10