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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.

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First Name:Marco
Middle Name:
Last Name:Bianchetti
RePEc Short-ID:pbi153
Email:[This author has chosen not to make the email address public]
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  1. Marco Bianchetti & Mattia Carlicchi, 2013. "Markets Evolution After the Credit Crunch," Papers 1301.7078,
  2. Marco Bianchetti & Mattia Carlicchi, 2011. "Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR," Papers 1103.2567,, revised Apr 2012.
  3. 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.
  4. 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.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-03-26. Author is listed
  2. NEP-EEC: European Economics (1) 2013-02-03. Author is listed
  3. NEP-MAC: Macroeconomics (1) 2013-02-03. Author is listed
  4. NEP-MON: Monetary Economics (2) 2011-03-26 2013-02-03. Author is listed
  5. NEP-RMG: Risk Management (1) 2012-11-11. Author is listed

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