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 Fabio Mercurio
 SSRN Author Rank: 852 by Downloads
 Bloomberg Financial Markets (BFM) - Bloomberg LP
 731 Lexington
 New York, NY 10022
 United States
 email address

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. Fabio Mercurio's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
8,612
Total
Citations
34
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Andrea Pallavicini
Banca Leonardo
Posted:
21 Mar 06
Last Revised:
25 May 06
1,144
(3,930)
4

2.  
Massimo Morini
Banca IMI
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Posted:
02 Oct 07
Last Revised:
01 Feb 08
1,084
(4,323)
3

3.  
Antonio Castagna
Banca IMI
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Posted:
05 Jan 06
Last Revised:
05 Jan 06
1,000
(4,959)
4

4.  
Damiano Brigo
Fitch Solutions
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Francesco Rapisarda
Banca IMI - Product & Business Development Group
Rita Scotti
affiliation not provided to SSRN
Posted:
29 Apr 01
Last Revised:
27 Nov 01
995
(4,984)
3

5.  
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Andrea Pallavicini
Banca Leonardo
Posted:
29 Dec 05
Last Revised:
29 Dec 05
706
(8,692)
1

6.  
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Posted:
24 Jan 09
Last Revised:
09 Jul 09
666
(9,526)
1

7.  
Damiano Brigo
Fitch Solutions
Gianvittorio Mauri
Banca IMI
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Posted:
11 Jul 01
Last Revised:
23 Jul 01
509
(13,939)
13

8.  
Eymen Errais
Stanford University
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Posted:
10 Mar 05
Last Revised:
10 Mar 05
436
(17,189)
3

9.  
Damiano Brigo
Fitch Solutions
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Posted:
30 Nov 01
Last Revised:
27 Feb 02
390
(19,869)
1

10.  
Damiano Brigo
Fitch Solutions
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Posted:
30 Nov 01
Last Revised:
04 Apr 02
341
(23,527)
 

11.  
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Massimo Morini
Banca IMI
Posted:
03 Nov 08
Last Revised:
13 Jan 09
333
(24,304)
 

12.  
A Multi-Factor SABR Model for Forward Inflation Rates | Show Abstract | Download |
Bloomberg Portfolio Research Paper No. 2009-08-FRONTIERS
Working Paper Series
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Nicola Moreni
Banca IMI
Posted:
05 Feb 09
Last Revised:
30 Sep 09
291
(28,513)
 

13.  
Massimo Morini
Banca IMI
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Posted:
02 Oct 07
Last Revised:
02 Oct 07
290
(28,513)
1

14.  
Analytical Credit VAR with Stochastic Probabilities of Default and Recoveries | Show Abstract | Download |
Bloomberg Portfolio Research Paper No. 2009-05-FRONTIERS
Working Paper Series
Antonio Castagna
Iason Ltd.
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Paola Mosconi
Iason Ltd.
Posted:
02 Jun 09
Last Revised:
28 Aug 09
276
(30,331)
 

15.  
Michele Bonollo
affiliation not provided to SSRN
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Paola Mosconi
Iason Ltd.
Posted:
01 Feb 09
Last Revised:
01 Feb 09
151
(56,548)
1

16.  
Juan M. Moraleda
Tinbergen Institute
Fabio Mercurio
Bloomberg Financial Markets (BFM) - Bloomberg LP
Posted:
03 May 98
Last Revised:
03 May 98
0
(0)
 


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