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Marco Tarenghi · Study

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Marco Tarenghi

3 works· latest 2011cluster: provisional

h-index3

i103

Citations115

Works here3

04

10

11

Most cited in this library

Credit Default Swap Calibration and Equity Swap Valuation Under Counterparty Risk with a Tractable Structural Model2004 · 45 citations
Interest-Rate Modeling with Multiple Yield Curves2010 · 41 citations
Credit Calibration with Structural Models and Equity Return Swap Valuation under Counterparty Risk2011 · 29 citations

Works

3 shown

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

·2011·3 authors·other

29citations

Interest-Rate Modeling with Multiple Yield Curves

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

41citations

Credit Default Swap Calibration and Equity Swap Valuation Under Counterparty Risk with a Tractable Structural Model

SSRN Electronic Journal·2004·2 authors·preprint·Open access

45citations