Foto del docente

Marco Bianchetti

Adjunct professor

Department of Statistical Sciences "Paolo Fortunati"

Publications

Marco Bianchetti, Modern Pricing of Interest Rate Derivatives including Funding and Collateral, in: Interest Rate Modelling after the Financial Crisis, Londra, Risk Books, 2013, pp. 113 - 152 [Chapter or essay]

Marco Bianchetti, Two curves, one price, in: Vari, Post-Crisis Quant Finance, Londra, Risk Books, 2013, pp. 43 - 60 [Chapter or essay]

Marco Bianchetti; Mattia Carlicchi, Interest Rates After the Credit Crunch: Markets and Models Evolution, «JOURNAL OF FINANCIAL TRANSFORMATION», 2011, 32, pp. 35 - 48 [Scientific article]

Marco Bianchetti, Two Curves, One Price, «RISK», 2010, 8, pp. 74 - 80 [Scientific article]

Ferdinando Maria Ametrano; Marco Bianchetti, Bostrapping the Illiquidity: Multiple Yield Curves Construction for Market Coherent Forward Rates Estimation, in: Modelling Interest Rates, Londra, Risk Books, 2009, pp. 3 - 42 [Chapter or essay]

Bianchetti M.; Buonsante P.F.; Ginelli F.; Roman H.E.; Broglia R.A.; Alasia F., Ab-initio study of the electromagnetic response and polarizability properties of carbon chains, «PHYSICS REPORTS», 2002, 357, pp. 459 - 513 [Scientific article]

Bianchetti, M.; Buonsante, P.; Ginelli, F.; Lorenzoni, A.; Roman, H. E.; Broglia, R. A., Field emission properties of carbon nanowires from ab initio calculations, in: Electronic properties of novel materials - science and technology of molecular nanostructures, AIP Conference Proceedings, 1999, 486, pp. 448 - 451 (atti di: The 13th international winterschool on electronic properties of novel materials - science and technology of molecular nanostructures, Kirchberg, Austria, 27 Feb. - 6 Mar. 1999) [Contribution to conference proceedings]

Bianchetti M.; Quaglia M.R.; Colo G.; Pizzochero P.M.; Broglia R.A.; Bortignon P.F., Competition between particle-hole and particle-particle correlations in forbidden electron capture: The case of Te-123, «PHYSICAL REVIEW. C, NUCLEAR PHYSICS», 1997, 56, pp. R1675 - R1677 [Scientific article]