Two curves, one price: Pricing & hedging interest rate derivatives decoupling forwarding and discounting yield curves M Bianchetti
SSRN, 2009
221 2009 Bootstrapping the illiquidity: Multiple yield curves construction for market coherent forward rates estimation FM Ametrano, M Bianchetti
SSRN, 2009
92 2009 Everything you always wanted to know about multiple interest rate curve bootstrapping but were afraid to ask FM Ametrano, M Bianchetti
SSRN, 2013
91 * 2013 Interest rates after the credit crunch: Multiple curve vanilla derivatives and SABR M Bianchetti, M Carlicchi
SSRN, 2011
74 2011 Are cryptocurrencies real financial bubbles M Bianchetti, C Ricci, M Scaringi
Risk, 2018
59 * 2018 Ab-initio study of the electromagnetic response and polarizability properties of carbon chains M Bianchetti, PF Buonsante, F Ginelli, HE Roman, RA Broglia, F Alasia
Physics reports 357 (6), 459-513, 2002
48 2002 Interest rate modelling after the financial crisis M Bianchetti, M Morini
Risk Books, 2013
28 2013 Pricing and Risk Management with High‐Dimensional Quasi‐Monte Carlo and Global Sensitivity Analysis M Bianchetti, S Kucherenko, S Scoleri
Wilmott 2015 (78), 46-70, 2015
27 2015 Bootstrapping the illiquidity F Ametrano, M Bianchetti
Modelling Interest Rates: Advances for Derivatives Pricing. Editor: Fabio …, 2009
27 2009 QuantLib: A free/open-source library for quantitative finance F Ametrano, L Ballabio, M Bianchetti, ND Césaré, D Eddelbuettel, N Firth, ...
Version, 2018
15 2018 Markets evolution after the credit crunch M Bianchetti, M Carlicchi
SSRN, 2012
14 2012 Competition between particle-hole and particle-particle correlations in forbidden electron capture: The case of M Bianchetti, MR Quaglia, G Colo, PM Pizzochero, RA Broglia, ...
Physical Review C 56 (4), R1675, 1997
12 1997 FVA for general instruments A Antonov, M Bianchetti, I Mihai
Risk, 2015
10 * 2015 Interest rate modelling after the financial crisis M Morini, M Bianchetti
Risk Books, 2013
8 2013 Brexit or Bremain? Evidence from bubble analysis M Bianchetti, DE Galli, C Ricci, A Salvatori, M Scaringi
Proceedings of the First Workshop on MIning DAta for financial applicationS …, 2016
7 2016 The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management M Bianchetti
SSRN, 2011
6 2011 Smooth yield curves bootstrapping for forward libor rate estimation and pricing interest rate derivatives FM Ametrano, M Bianchetti
Modelling Interest Rates: Latest Advances for Derivatives Pricing. Risk Books, 2009
6 2009 No Fear of Discounting: How to Manage the Transition from EONIA to€ STR M Scaringi, M Bianchetti
Available at SSRN 3674249, 2020
5 2020 Modeling Interest Rate, chapter Bootstrapping the illiquidity: Multiple yield curves construction for market coherent forward rates estimation F Ametrano, M Bianchetti
Risk Books, Incisive Media 7, 22-43, 2009
5 2009 Forecasting crypto crashes with bubble analysis M Bianchetti, C Ricci, M Scaringi
RISK 1, 1-3, 2018
3 2018 
Ferdinando M. AmetranoAdjunct Professor, Milano-BicoccaEmail verificata su ametrano.net
