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Massimo Morini

SSRN Author Rank: 1,547 by Downloads and 6,459 by Citations

 

Banca IMI


 Corso Matteotti 6
 20121 Milano, 20100
 Italy
 email address
 

Bocconi University


 Via Sarfatti, 25
 Milan, MI 20136
 Italy
 email address

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. Massimo Morini's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
14,495
Total
Citations
75
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Morini, Massimo
Banca IMI
Posted:
15 Nov 09
Last Revised:
18 Nov 09
3,622
(1,529)
18

2.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Morini, Massimo
Banca IMI
Posted:
02 Jun 04
2,241
(3,770)
5

3.  
No-Arbitrage Dynamics for a Tractable SABR Term Structure Libor Model | Show Abstract | Download This Paper | Open PDF in Browser |
Bloomberg Portfolio Research Paper No. 2010-03-FRONTIERS
Number of Pages in PDF File: 20
Morini, Massimo
Banca IMI
Mercurio, Fabio
Bloomberg L.P.
Posted:
02 Oct 07
Last Revised:
22 Jun 16
2,116
(4,138)
6

4.  
Mercurio, Fabio
Bloomberg L.P.
Morini, Massimo
Banca IMI
Posted:
03 Nov 08
Last Revised:
22 Jun 16
1,334
(8,649)
1

5.  
Morini, Massimo
Banca IMI
Prampolini, Andrea
Banca IMI
Posted:
02 Sep 10
1,209
(9,872)
18

6.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Morini, Massimo
Banca IMI
Posted:
03 Jan 08
Last Revised:
22 Jun 16
753
(21,738)
2

7.  
Morini, Massimo
Banca IMI
Mercurio, Fabio
Bloomberg L.P.
Posted:
02 Oct 07
481
(40,774)
5

8.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Morini, Massimo
Banca IMI
Posted:
18 Nov 10
Last Revised:
22 Feb 11
410
(47,891)
10

9.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Morini, Massimo
Banca IMI
Tarenghi, Marco
Mediobanca
Posted:
04 Jan 10
276
(73,389)
1

10.  
Morini, Massimo
Banca IMI
Posted:
08 Dec 09
262
(82,338)
2

11.  
Morini, Massimo
Banca IMI
Posted:
29 Jun 14
Last Revised:
06 Aug 14
198
(89,472)
 

12.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Buescu, Cristin
King's College London, Department of Mathematics
Morini, Massimo
Banca IMI
Posted:
21 Jun 11
194
(105,873)
2

13.  
Daluiso, Roberto
Banca IMI
Morini, Massimo
Banca IMI
Posted:
26 May 15
Last Revised:
16 Jan 16
25
(247,881)
 

14.  
No‐Armageddon Measure for Arbitrage‐Free Pricing of Index Options in a Credit Crisis | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 21, Issue 4, pp. 573-593, 2011
Number of Pages in PDF File: 21
Morini, Massimo
Banca IMI
Brigo, Damiano
Imperial College London - Department of Mathematics
Posted:
23 Aug 11
2
(481,278)
5

15.  
Morini, Massimo
Banca IMI
Posted:
07 Apr 16
0
(27,829)
 

16.  
Prampolini, Andrea
Banca IMI
Morini, Massimo
Banca IMI
Posted:
06 Dec 15
0
(179,634)
 

17.  
Efficient Pricing of Default Risk: Different Approaches for a Single Goal | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Transformation, No. 13, March 2005, pp. 151-160.
Number of Pages in PDF File: 10
Brigo, Damiano
Imperial College London - Department of Mathematics
Morini, Massimo
Banca IMI
Posted:
17 Nov 15
0
(324,984)
 


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