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Marco Bianchetti

This is information that was supplied by Marco Bianchetti in registering through RePEc. If you are Marco Bianchetti, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Marco
Middle Name:
Last Name:Bianchetti
RePEc Short-ID:pbi153
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  1. Marco Bianchetti & Davide Galli & Camilla Ricci & Angelo Salvatori & Marco Scaringi, 2016. "Brexit or Bremain ? Evidence from bubble analysis," Papers 1606.06829,
  2. Marco Bianchetti & Sergei Kucherenko & Stefano Scoleri, 2015. "Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis," Papers 1504.02896,
  3. Marco Bianchetti & Mattia Carlicchi, 2013. "Markets Evolution After the Credit Crunch," Papers 1301.7078,
  4. Marco Bianchetti & Mattia Carlicchi, 2011. "Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR," Papers 1103.2567,, revised Apr 2012.
  5. Marco, Bianchetti, 2011. "The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management," MPRA Paper 42247, University Library of Munich, Germany, revised 27 Oct 2012.
  6. Marco Bianchetti, 2009. "Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves," Papers 0905.2770,, revised Jul 2012.
  1. Bianchetti, Marco & Carlicchi, Mattia, 2011. "Interest Rates After the Credit Crunch: Markets and Models Evolution," Journal of Financial Transformation, Capco Institute, vol. 32, pages 35-48.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (2) 2015-04-19 2016-06-25. Author is listed
  2. NEP-RMG: Risk Management (2) 2012-11-11 2015-04-19. Author is listed
  3. NEP-BAN: Banking (1) 2011-03-26. Author is listed
  4. NEP-FMK: Financial Markets (1) 2016-06-25. Author is listed
  5. NEP-MON: Monetary Economics (1) 2011-03-26. Author is listed
  6. NEP-NET: Network Economics (1) 2016-06-25. Author is listed

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