4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Marco Bianchetti

Economy – Quantitative Finance – Pricing of Securities

Scientist

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Scientist

Phys. Dept. and I.N.F.N., Milan, Italy

Competition Between Particle-Hole and Particle-Particle Correlations in Forbidden Electron Capture: the Case of $^{123}$Te

Physics – Nuclear Physics – Nuclear Theory
Scientific paper

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Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Profile ID: LFWR-SCP-P-253338

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