Concepedia

Marco Tarenghi

MT

Statistics

Publications

4

Citations

115

H-Index

4

Active since

2004

Affiliations

Imperial College London(Current)

Marco Tarenghi is an author at Imperial College London specializing in financial economics, quantitative finance, and finance.

Publications per year

2004–2010

4

Publications

4

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

Damiano Brigo, Marco Tarenghi · SSRN Electronic Journal · 2004 · 44 citations · Full text

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Interest-Rate Modeling with Multiple Yield Curves

Andrea Pallavicini, Marco Tarenghi · SSRN Electronic Journal · 2010 · 42 citations · Full text

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Credit Default Swap Calibration and Counterparty Risk Valuation with a Scenario based First Passage Model

Damiano Brigo, Marco Tarenghi · SSRN Electronic Journal · 2005 · 16 citations · Full text

, , +17

Credit Default Swap Calibration and Counterparty Risk Valuation with a Scenario based First Passage Model

Damiano Brigo, Marco Tarenghi · ArXiv.org · 2009 · 13 citations · Full text

, , +17

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