5 results for '"Damiano Brigo"'

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Author: Tomasz Bielecki Damiano Brigo Frederic Patras
Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity (Bloomberg Financial) [9781576603581]

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Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation (Springer Proceedings in Mathematics & Statistics #165) [9783319334455]

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Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation (Springer Proceedings in Mathematics & Statistics #165) [9783319815145]

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Author: Damiano Brigo Massimo Morini Andrea Pallavicini
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes (The Wiley Finance Series) [9780470748466]

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Author: Damiano Brigo Andrea Pallavicini Roberto Torresetti
Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models (The Wiley Finance Series) [9780470665664]

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