Feedback to SSRN

 
  • Selected
  • Entire List

Fabio Mercurio

SSRN Author Rank: 614 by Downloads and 4,356 by Citations

 

Bloomberg L.P.


 731 Lexington Avenue
 New York, NY 10022
 United States
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Fabio Mercurio's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
26,346
Total
Citations
121
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Interest Rates and The Credit Crunch: New Formulas and Market Models | Show Abstract | Download This Paper | Open PDF in Browser |
Bloomberg Portfolio Research Paper No. 2010-01-FRONTIERS
Number of Pages in PDF File: 39
Mercurio, Fabio
Bloomberg L.P.
Posted:
24 Jan 09
Last Revised:
11 May 10
5,797
(695)
22

2.  
Mercurio, Fabio
Bloomberg L.P.
Pallavicini, Andrea
Imperial College London - Department of Mathematics
Posted:
21 Mar 06
2,205
(3,834)
7

3.  
LIBOR Market Models with Stochastic Basis | Show Abstract | Download This Paper | Open PDF in Browser |
Bloomberg Education and Quantitative Research Paper No. 2010-05-FRONTIERS
Number of Pages in PDF File: 39
Mercurio, Fabio
Bloomberg L.P.
Posted:
05 Mar 10
Last Revised:
08 Jun 10
2,201
(3,477)
16

4.  
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
(4,229)
6

5.  
Castagna, Antonio
Iason Ltd.
Mercurio, Fabio
Bloomberg L.P.
Posted:
05 Jan 06
1,962
(4,582)
5

6.  
Mercurio, Fabio
Bloomberg L.P.
Morini, Massimo
Banca IMI
Posted:
03 Nov 08
Last Revised:
22 Jun 16
1,334
(8,860)
1

7.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Mercurio, Fabio
Bloomberg L.P.
Rapisarda, Francesco
Bloomberg L.P.
Scotti, Rita
affiliation not provided to SSRN
Posted:
29 Apr 01
1,316
(9,527)
7

8.  
Mercurio, Fabio
Bloomberg L.P.
Posted:
05 Apr 10
1,240
(10,342)
15

9.  
A Multi-Factor SABR Model for Forward Inflation Rates | Show Abstract | Download This Paper | Open PDF in Browser |
Bloomberg Portfolio Research Paper No. 2009-08-FRONTIERS
Number of Pages in PDF File: 19
Mercurio, Fabio
Bloomberg L.P.
Moreni, Nicola
Banca IMI
Posted:
05 Feb 09
Last Revised:
08 Apr 10
1,222
(10,354)
 

10.  
Mercurio, Fabio
Bloomberg L.P.
Pallavicini, Andrea
Imperial College London - Department of Mathematics
Posted:
29 Dec 05
874
(18,536)
2

11.  
Analytical Credit VAR with Stochastic Probabilities of Default and Recoveries | Show Abstract | Download This Paper | Open PDF in Browser |
Bloomberg Portfolio Research Paper No. 2009-05-FRONTIERS
Number of Pages in PDF File: 32
Castagna, Antonio
Iason Ltd.
Mercurio, Fabio
Bloomberg L.P.
Mosconi, Paola
IntesaSanpaolo Group
Posted:
02 Jun 09
Last Revised:
28 Aug 09
778
(21,236)
2

12.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Mauri, Gianvittorio
Banca IMI
Mercurio, Fabio
Bloomberg L.P.
Posted:
11 Jul 01
746
(22,603)
21

13.  
Errais, Eymen
Stanford University
Mercurio, Fabio
Bloomberg L.P.
Posted:
10 Mar 05
632
(28,606)
5

14.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Mercurio, Fabio
Bloomberg L.P.
Posted:
30 Nov 01
526
(34,820)
5

15.  
Morini, Massimo
Banca IMI
Mercurio, Fabio
Bloomberg L.P.
Posted:
02 Oct 07
481
(41,997)
5

16.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Mercurio, Fabio
Bloomberg L.P.
Posted:
30 Nov 01
412
(50,500)
 

17.  
Bonollo, Michele
affiliation not provided to SSRN
Mercurio, Fabio
Bloomberg L.P.
Mosconi, Paola
IntesaSanpaolo Group
Posted:
01 Feb 09
393
(50,646)
2

18.  
Mercurio, Fabio
Bloomberg L.P.
Posted:
17 Sep 13
Last Revised:
18 Dec 13
258
(68,384)
 

19.  
Li, Minqiang
Bloomberg LP
Mercurio, Fabio
Bloomberg L.P.
Posted:
04 Apr 13
177
(117,230)
 

20.  
Castagna, Antonio
Iason Ltd.
Mercurio, Fabio
Bloomberg L.P.
Mosconi, Paola
affiliation not provided to SSRN
Posted:
17 Jan 12
136
(145,775)
 

21.  
Li, Minqiang
Bloomberg LP
Mercurio, Fabio
Bloomberg L.P.
Posted:
14 May 15
Last Revised:
23 Aug 16
63
(79,060)
 

22.  
Li, Minqiang
Bloomberg LP
Mercurio, Fabio
Bloomberg L.P.
Posted:
24 Aug 16
Last Revised:
26 Aug 16
0
(342,549)
 

23.  
Zhang, Joshua Xingzhi
Bloomberg L.P.
Mercurio, Fabio
Bloomberg L.P.
Posted:
14 Aug 12
 

24.  
Mercurio, Fabio
Bloomberg L.P.
Posted:
08 Jun 10
Last Revised:
09 Jun 10
 

25.  
Moraleda, Juan M.
Tinbergen Institute
Mercurio, Fabio
Bloomberg L.P.
Posted:
03 May 98
 


Records 1 - 25 of 25 matches
[ 1 ]

© 2016 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollobot1 in 0.453 seconds