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・ Fabián Balbuena
・ Fabián Basualdo
・ Fabio Mangone
・ Fabio Maniscalco
・ Fabio Marangon
・ Fabio Maria Asquini
・ Fabio Mascarello
・ Fabio Masotti
・ Fabio Massimo Cacciatori
・ Fabio Mazzeo
・ Fabio Mechetti
・ Fabio Meduri
・ Fabio Mendouca Carvalho
・ Fabio Menghi
・ Fabio Meraldi
Fabio Mercurio
・ Fabio Meridiani
・ Fabio Mian
・ Fabio Mignanelli
・ Fabio Milano
・ Fabio Mochi
・ Fabio Moli
・ Fabio Morelli
・ Fabio Morena
・ Fabio Moro
・ Fabio Morábito
・ Fabio Mussi
・ Fabio Márquez
・ Fabio Nigro
・ Fabio Novembre


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Fabio Mercurio : ウィキペディア英語版
Fabio Mercurio

Fabio Mercurio (born 26 September 1966) is an Italian mathematician, internationally known for a number of results in mathematical finance.
==Main results==
Mercurio worked during his Ph.D. on incomplete markets theory using dynamic mean-variance hedging techniques. With Damiano Brigo (2002–2003), he has shown how to construct stochastic differential equations consistent with mixture models, applying this to volatility smile modeling in the context of local volatility models. He is also one of the main authors in inflation modeling. Mercurio has also authored several publications in top journals and co-authored the book ''Interest rate models: theory and practice'' for Springer-Verlag, that quickly became an international reference for stochastic dynamic interest rate modeling.

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