3 citations · 4 across the 2 of their papers we have counts for
2 papers
q-fin.PR2013★ 1 cited
Markets Evolution After the Credit Crunch
Marco Bianchetti, Mattia Carlicchi
We review the main changes in the interbank market after the financial crisis started in August 2007. In particular, we focus on the fixed income market and we analyse the most rel…
q-fin.PR2011★ 3 cited
Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR
Marco Bianchetti, Mattia Carlicchi
We present a quantitative study of the markets and models evolution across the credit crunch crisis. In particular, we focus on the fixed income market and we analyze the most rele…