Massimo Morini

Finance · 2011–2013

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Massimo Morini trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Damiano Brigo

Papers from Massimo Morini's perspective

Ordered by how strongly the researchers Massimo Morini trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Counterparty Risk for Credit Default Swaps: Impact of Spread Volatility and Default Correlation
  2. ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS: IMPACT OF VOLATILITIES AND CORRELATIONS
  3. ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS
  4. Thinking beyond Basel III: Necessary Solutions for Capital and Liquidity
  5. Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models
  6. BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING
  7. Quantitative Risk Management: Concepts, Techniques, and Tools
  8. Credit Risk: Modeling, Valuation And Hedging
  9. Credit Default Swap Valuation with Counterparty Risk
  10. On Default Correlation: A Copula Function Approach

Their papers