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	1	1	2	2
Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask	0	0	3	31	0	8	16	109
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR	0	0	0	79	8	13	14	186
Learning Bermudans	0	0	0	15	3	7	8	34
Markets Evolution After the Credit Crunch	0	0	0	12	1	2	2	29
No Fear of Discounting How to Manage the Transition from EONIA to ESTR	0	0	0	0	2	2	2	2
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis	0	0	1	14	0	8	24	55
Risk-aware Trading Portfolio Optimization	0	0	1	1	2	4	8	8
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management	0	0	0	14	2	5	8	50
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management	0	0	0	13	0	1	3	57
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves	0	1	2	170	2	5	10	400
Total Working Papers	0	1	7	431	21	56	97	1,008

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	0	1	3	3
XVA modelling: validation, performance and model risk management	4	5	14	31	11	19	39	74
Total Journal Articles	4	5	14	31	11	20	43	295

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2026-01-09