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Massimo Morini · Study

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Massimo Morini

9 works· latest 2013· 1 institutionscluster: provisionalORCID 0000-0002-7054-9109

h-index9

i109

Citations628

Works here9

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Most cited in this library

Counterparty Credit Risk, Collateral and Funding2013 · 176 citations
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes2013 · 101 citations
Solving the Puzzle in the Interest Rate Market2009 · 85 citations
Risky Funding: A Unified Framework for Counterparty and Liquidity Charges2010 · 69 citations
Understanding and Managing Model Risk2011 · 62 citations

Works

9 shown

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes

·2013·3 authors

101citations

Counterparty Credit Risk, Collateral and Funding

Wiley eBooks·2013·3 authors·book

176citations

COUNTERPARTY RISK PRICING: IMPACT OF CLOSEOUT AND FIRST-TO-DEFAULT TIMES

International Journal of Theoretical and Applied Finance·2012·3 authors·Open access

25citations

Understanding and Managing Model Risk

Wiley eBooks·2011·1 author·book

62citations

Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators

·2011·1 author·other

48citations

Credit Calibration with Structural Models and Equity Return Swap Valuation under Counterparty Risk

·2011·3 authors·other

29citations

Risky Funding: A Unified Framework for Counterparty and Liquidity Charges

SSRN Electronic Journal·2010·2 authors·preprint·Open access

69citations

Dangers of Bilateral Counterparty Risk: The Fundamental Impact of Closeout Conventions

SSRN Electronic Journal·2010·2 authors·preprint·Open access

33citations

Solving the Puzzle in the Interest Rate Market

SSRN Electronic Journal·2009·1 author·preprint·Open access

85citations