https://wiki.fintechlab.unibocconi.eu/index.php?action=history&feed=atom&title=Selected_PublicationsSelected Publications - Revision history2026-04-17T10:24:07ZRevision history for this page on the wikiMediaWiki 1.43.6https://wiki.fintechlab.unibocconi.eu/index.php?title=Selected_Publications&diff=746&oldid=prevMorini: Created list of publications2025-01-11T19:31:04Z<p>Created list of publications</p>
<p><b>New page</b></p><div>=== Books ===<br />
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'''Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes'''<br />
D. Brigo, M. Morini, A. Pallavicini, John Wiley & Sons, 2013.<br />
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'''Interest Rate Modelling After the Financial Crisis'''<br />
M. Morini, M. Bianchetti (Editors), Risk Books, 2013.<br />
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'''Understanding and Managing Model Risk: A Practical Guide for Quants, Traders, and Validators'''<br />
M. Morini, John Wiley & Sons, 2011.<br />
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=== Selected Papers ===<br />
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''Towards A Capital Efficient Digital Currency''<br />
A. Prampolini, M. Morini, The FinReg Blog, Duke Financial Economics Center, 2023<br />
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''Decentralized Financial Market Infrastructures''<br />
S. Feenan, D. Heller, A. Lipton, M. Morini, et al. The Journal of FinTech, Vol. 1 (02), 2021<br />
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''Blockchain for Risk Management''<br />
M. Morini, P. Tasca, Harvard Business Review, AP Vol. January, 2017<br />
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''From Blockchain Hype to a Real Business Case for Financial Markets''<br />
M. Morini, Journal of Financial Transformation, vol. 45, 2017<br />
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''Smart Derivatives can cure XVA headaches'' <br />
with R. Sams, Risk Magazine, 2015<br />
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''Interest Rate Modelling in the Multi-Curve Framework''<br />
M. Morini Quantitative Finance, Vol. 16 (2), 2016<br />
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''Counterparty risk pricing: Impact of closeout and first-to-default times''<br />
D Brigo, C Buescu, M Morini, International Journal of Theoretical and Applied Finance 15 (06), 2014<br />
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''No‐armageddon measure for arbitrage‐free pricing of index options in a credit crisis''<br />
M. Morini, D. Brigo, Mathematical Finance, 2011<br />
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''Hedging Efficiently Under Correlation''<br />
R. Daluiso, M. Morini Quantitative Finance, Vol. 17 (10), 2017<br />
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''Risky Funding with Counterparty and Liquidity Charges''<br />
M. Morini, A. Prampolini, Risk, Vol. 24 (3), 2011<br />
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''Joining the SABR and LIBOR Models Together''<br />
F. Mercurio, M. Morini, Risk, Vol. 22 (3), 2009<br />
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''What did not work in securitization''<br />
E. Barucci, M. Morini, in After the Shock, Bocconi Ed. 2009<br />
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''Efficient Analytical Cascade Calibration of the LIBOR Market Model''<br />
D. Brigo, M. Morini, Journal of Derivatives, Vol. 14 (1), 2006<br />
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''The LIBOR Model Dynamics: Approximations, Calibration and Diagnostics''<br />
D. Brigo, F. Mercurio, M. Morini, European Journal of Operational Research, Vol. 163 (1), 2005<br />
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''An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling''<br />
M. Morini, N. Webber, Applied Mathematical Finance, Vol. 13 (4), 2006</div>Morini