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 1 11 12
Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask 0 2 3 34 1 5 27 128
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR 0 0 0 79 0 1 21 194
Learning Bermudans 0 0 1 16 0 4 19 46
Markets Evolution After the Credit Crunch 0 0 0 12 0 1 10 37
No Fear of Discounting - How to Manage the Transition from EONIA to ESTR 0 0 0 0 0 1 11 11
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis 0 0 0 14 1 2 23 70
Risk-aware Trading Portfolio Optimization 0 0 1 2 0 1 12 16
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 14 0 1 10 55
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management 0 0 0 13 0 1 8 64
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves 0 0 3 172 0 2 19 414
Total Working Papers 0 2 9 439 2 20 173 1,125

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 0 9 227
Learning Bermudans 0 0 0 0 0 1 8 10
XVA modelling: validation, performance and model risk management 1 2 15 41 5 12 66 121
Total Journal Articles 1 2 15 41 5 13 83 358

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Statistics updated 2026-10-11