Damiano Brigo

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Damiano Brigo

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Credit Models And The Crisis
Credit Models And The Crisis
A Journey into CDOsCopulas, Correlations and Dynamic Models »
 
 
 
 
 

Interest Rate Models - Theory and Practice
Interest Rate Models - Theory and Practice
This book explains how models work and how to implement them for concrete pricing. The second edition has several new features. The calibration discussion of... »
 
 
 
 
 

Credit Risk Frontiers
Credit Risk Frontiers
Subprime Crisis, Pricing And Hedging, Cva, Mbs, Ratings, And Liquidity »
 
 
 
 
 

Outlines & Highlights For Interest Rate Models Theory And Practice By Damiano Brigo, Isbn
Outlines & Highlights For Interest Rate Models Theory And Practice By Damiano Brigo, Isbn
Interest Rate Models Theory and Practice by Damiano Brigo, ISBN 9783540221494 »
 
 
 
 
 

Counterparty Credit Risk, Collateral and Funding
Counterparty Credit Risk, Collateral and Funding
Counterparty credit risk and hybrid models »