BIANCHETTI, MARCO
BIANCHETTI, MARCO
ARAG - AREA FINANZA E CONTABILITA'
Collaboratori
Learning Bermudans
2024 Aiolfi R.; Moreni N.; Bianchetti M.; Scaringi M.
XVA modelling: validation, performance and model risk management
2023 Silotto, Lorenzo; Scaringi, Marco; Bianchetti, Marco
Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks: Finite Differences vs. AAD
2021 Scoleri, Stefano; Bianchetti, Marco; Kucherenko, Sergei
Moving form IBORs to Alternative Risk Free Rates
2021 Marco Bianchetti;Umberto Cherubini;Veronica Falco
From IBORs to RFRs: Impacts on Banks' Processes and Procedures
2019 Cherubini, Umberto; Bianchetti, Marco
Forecasting crypto crashes with bubble analysis
2018 Marco Bianchetti, Camilla Ricci, Marco Scaringi
Brexit or Bremain: looking for clues in bubble analysis
2016 Marco Bianchetti, Davide Galli, Camilla Ricci, Angelo Salvatori, Marco Scaringi
Brexit or Bremain? Evidence from bubble analysis
2016 Bianchetti M.; Galli D.E.; Ricci C.; Salvatori A.; Scaringi M.
Prudent Valuation Guidelines and Sound Practices
2016 Cherubini, Umberto; Bianchetti, Marco
FVA for general instruments
2015 Alexander Antonov, Marco Bianchetti, Ion Mihai
Pricing and Risk Management with High-Dimensional Quasi-Monte Carlo and Global Sensitivity Analysis
2015 Bianchetti, Marco; Kucherenko, Sergei; Scoleri, Stefano
Bootstrapping the Illiquidity: Multiple Yield Curves Construction for Market Coherent Discount and FRA Rates Estimation
2013 Ferdinando Maria Ametrano; Marco Bianchetti
Evolution of the markets after the credit crunch
2013 Marco Bianchetti; Mattia Carlicchi
Evolution of the Markets after the Credit Crunch
2013 Marco Bianchetti; Mattia Carlicchi
Interest Rate Modelling after the Financial Crisis
2013 Massimo Morini; Marco Bianchetti
Introduction
2013 Marco Bianchetti; Massimo Morini
Modern Pricing of Interest Rate Derivatives including Funding and Collateral
2013 Marco Bianchetti
Two curves, one price
2013 Marco Bianchetti
Interest Rates After the Credit Crunch: Markets and Models Evolution
2011 Marco Bianchetti; Mattia Carlicchi
Two Curves, One Price
2010 Marco Bianchetti
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| Learning Bermudans | Aiolfi R.; Moreni N.; Bianchetti M.; Scaringi M. | 2024-01-01 | COMPUTATIONAL ECONOMICS | - | 1.01 Articolo in rivista | - |
| XVA modelling: validation, performance and model risk management | Silotto, Lorenzo; Scaringi, Marco; Bianchetti, Marco | 2023-01-01 | ANNALS OF OPERATIONS RESEARCH | - | 1.01 Articolo in rivista | - |
| Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks: Finite Differences vs. AAD | Scoleri, Stefano; Bianchetti, Marco; Kucherenko, Sergei | 2021-01-01 | WILMOTT | - | 1.01 Articolo in rivista | - |
| Moving form IBORs to Alternative Risk Free Rates | Marco Bianchetti;Umberto Cherubini;Veronica Falco | 2021-01-01 | RISK MANAGEMENT MAGAZINE | - | 1.01 Articolo in rivista | RMM-2021-01.pdf |
| From IBORs to RFRs: Impacts on Banks' Processes and Procedures | Cherubini, Umberto; Bianchetti, Marco | 2019-01-01 | - | AIFIRM – Associazione Italiana Financial Industry Risk Managers | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Forecasting crypto crashes with bubble analysis | Marco Bianchetti, Camilla Ricci, Marco Scaringi | 2018-01-01 | RISK | - | 1.04 Replica / breve intervento (e simili) | - |
| Brexit or Bremain: looking for clues in bubble analysis | Marco Bianchetti, Davide Galli, Camilla Ricci, Angelo Salvatori, Marco Scaringi | 2016-01-01 | RISK | - | 1.04 Replica / breve intervento (e simili) | - |
| Brexit or Bremain? Evidence from bubble analysis | Bianchetti M.; Galli D.E.; Ricci C.; Salvatori A.; Scaringi M. | 2016-01-01 | - | CEUR-WS | 4.01 Contributo in Atti di convegno | - |
| Prudent Valuation Guidelines and Sound Practices | Cherubini, Umberto; Bianchetti, Marco | 2016-01-01 | - | AIFIRM – Associazione Italiana Financial Industry Risk Managers | 3.01 Monografia / trattato scientifico in forma di libro | - |
| FVA for general instruments | Alexander Antonov, Marco Bianchetti, Ion Mihai | 2015-01-01 | RISK | - | 1.01 Articolo in rivista | - |
| Pricing and Risk Management with High-Dimensional Quasi-Monte Carlo and Global Sensitivity Analysis | Bianchetti, Marco; Kucherenko, Sergei; Scoleri, Stefano | 2015-01-01 | WILMOTT | - | 1.01 Articolo in rivista | - |
| Bootstrapping the Illiquidity: Multiple Yield Curves Construction for Market Coherent Discount and FRA Rates Estimation | Ferdinando Maria Ametrano; Marco Bianchetti | 2013-01-01 | - | Risk Books | 2.01 Capitolo / saggio in libro | - |
| Evolution of the markets after the credit crunch | Marco Bianchetti; Mattia Carlicchi | 2013-01-01 | - | Risk Books | 2.01 Capitolo / saggio in libro | - |
| Evolution of the Markets after the Credit Crunch | Marco Bianchetti; Mattia Carlicchi | 2013-01-01 | - | Risk Books | 2.01 Capitolo / saggio in libro | - |
| Interest Rate Modelling after the Financial Crisis | Massimo Morini; Marco Bianchetti | 2013-01-01 | - | Risk Books | 3.02 Curatela | - |
| Introduction | Marco Bianchetti; Massimo Morini | 2013-01-01 | - | Risk Books | 2.01 Capitolo / saggio in libro | - |
| Modern Pricing of Interest Rate Derivatives including Funding and Collateral | Marco Bianchetti | 2013-01-01 | - | Risk Books | 2.01 Capitolo / saggio in libro | - |
| Two curves, one price | Marco Bianchetti | 2013-01-01 | - | Risk Books | 2.01 Capitolo / saggio in libro | - |
| Interest Rates After the Credit Crunch: Markets and Models Evolution | Marco Bianchetti; Mattia Carlicchi | 2011-01-01 | JOURNAL OF FINANCIAL TRANSFORMATION | - | 1.01 Articolo in rivista | - |
| Two Curves, One Price | Marco Bianchetti | 2010-01-01 | RISK | - | 1.01 Articolo in rivista | - |