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	1	1	1	77
Effective dimensionality reduction for Greeks computation using Randomized QMC	1	1	1	1	1	2	3	3
Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask	0	0	3	31	7	11	23	116
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR	0	0	0	79	3	11	17	189
Learning Bermudans	0	0	0	15	3	7	11	37
Markets Evolution After the Credit Crunch	0	0	0	12	5	7	7	34
No Fear of Discounting How to Manage the Transition from EONIA to ESTR	0	0	0	0	3	5	5	5
Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis	0	0	1	14	3	5	27	58
Risk-aware Trading Portfolio Optimization	0	0	1	1	2	5	10	10
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management	0	0	0	13	3	3	6	60
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management	0	0	0	14	2	4	9	52
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves	0	1	2	170	2	6	12	402
Total Working Papers	1	2	8	432	35	67	131	1,043

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	4	4	5	222
Learning Bermudans	0	0	0	0	5	6	8	8
XVA modelling: validation, performance and model risk management	0	4	11	31	11	26	46	85
Total Journal Articles	0	4	11	31	20	36	59	315

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2026-02-12