Access Statistics for Alessandro Gnoatto

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
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds	0	1	1	6	12	34	66	98
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds	0	0	0	18	1	2	9	68
A flexible matrix Libor model with smiles	0	0	0	9	0	0	1	77
A general HJM framework for multiple yield curve modeling	0	0	0	0	1	1	3	17
A general HJM framework for multiple yield curve modeling	1	1	1	8	2	2	7	35
Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield	0	0	0	5	1	1	7	35
Affine multiple yield curve models	0	0	4	6	1	1	14	39
An analytic multi-currency model with stochastic volatility and stochastic interest rates	0	1	1	80	0	1	4	189
Cross Currency Valuation and Hedging in the Multiple Curve Framework	0	0	2	2	0	0	9	9
Deep xVA solver -- A neural network based counterparty credit risk management framework	0	0	14	14	2	2	14	14
Multiple yield curve modelling with CBI processes	0	0	0	0	1	3	12	16
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin	0	0	3	5	0	3	19	33
Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin	0	0	2	5	1	1	9	17
Smiles all around: FX joint calibration in a multi-Heston model	0	0	1	23	0	1	4	101
The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates	0	0	0	5	0	2	6	28
The Wishart short rate model	0	0	0	11	0	0	8	66
The explicit Laplace transform for the Wishart process	0	0	0	24	0	1	2	82
Total Working Papers	1	3	29	221	22	55	194	924

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A flexible matrix Libor model with smiles	0	0	0	6	1	1	2	68
A general HJM framework for multiple yield curve modelling	0	0	0	2	1	2	6	30
Affine multiple yield curve models	0	0	0	0	1	3	10	13
COHERENT FOREIGN EXCHANGE MARKET MODELS	0	0	3	4	0	2	7	24
GENERAL ANALYSIS OF LONG-TERM INTEREST RATES	0	0	3	3	3	9	29	29
General closed-form basket option pricing bounds	0	0	1	3	1	1	4	14
Smiles all around: FX joint calibration in a multi-Heston model	0	1	1	12	1	3	6	56
THE WISHART SHORT RATE MODEL	0	0	0	1	0	1	7	13
Total Journal Articles	0	1	8	31	8	22	71	247

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Statistics updated 2021-01-03