Marco Bianchetti
Intesa Sanpaolo (Italy)(IT)Associazione Italiana Arbitri(IT)University of Bologna(IT)
Publications by Year
Research Areas
Credit Risk and Financial Regulations, Stochastic processes and financial applications, Physics of Superconductivity and Magnetism, Banking stability, regulation, efficiency, Financial Risk and Volatility Modeling
Most-Cited Works
- → Large pinning forces and matching effects in YBa2Cu3O7-δ thin films with Ba2Y(Nb/Ta)O6 nano-precipitates(2016)87 cited
- → State-of-the-art flux pinning in YBa2Cu3O7 − δby the creation of highly linear, segmented nanorods of Ba2(Y /Gd)(Nb/Ta)O6together with nanoparticles of (Y /Gd)2O3and (Y /Gd)Ba2Cu4O8(2011)70 cited
- Bootstrapping the Illiquidity: Multiple Yield Curves Construction for Market Coherent Forward Rates Estimation(2009)
- → Everything You Always Wanted to Know about Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask(2013)51 cited
- → Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves(2008)43 cited
- → Enhanced 77 K vortex-pinning in Y Ba2Cu3O7−x films with Ba2Y TaO6 and mixed Ba2Y TaO6 + Ba2Y NbO6 nano-columnar inclusions with irreversibility field to 11 T(2016)42 cited