Massimo Morini

Identifiers

• name variant Massimo Morini 0.60 · backfill

Papers (4)

1. Impact of the first to default time on Bilateral CVA q-fin.PR · 2011 · author #3
2. Dangers of Bilateral Counterparty Risk: the fundamental impact of closeout conventions q-fin.PR · 2010 · author #2
3. Credit Calibration with Structural Models: The Lehman case and Equity Swaps under Counterparty Risk q-fin.PR · 2009 · author #2
4. Arbitrage-free Pricing of Credit Index Options: The no-armageddon pricing measure and the role of correlation after the subprime crisis q-fin.CP · 2008 · author #1

Mentions

• 1106.3496 #3 · backfill · confidence 0.70 Massimo Morini
• 1011.3355 #2 · backfill · confidence 0.70 Massimo Morini
• 0912.4404 #2 · backfill · confidence 0.70 Massimo Morini
• 0812.4156 #1 · backfill · confidence 0.70 Massimo Morini

Frequent Coauthors

• Damiano Brigo 4 shared papers
• Cristin Buescu 1 shared papers
• Marco Tarenghi 1 shared papers