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Damiano Brigo | lit.salon

Author

Damiano Brigo

11 works

2001–2017 across 10 dated works

No biography is available yet.

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Interest Rate Models2001
With Fabio Mercurio
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)2007
With Fabio Mercurio
CREDIT MODELS AND THE CRISIS: A JOURNEY INTO CDOS, COPULAS, CORRELATION AND DYNAMIC MODELS2010
With Andrea Pallavicini, Roberto Torresetti
Credit Models and the Crisis A Journey into CDOs, Copulas, Correlations and Dynamic Models2010
With Andrea Pallavicini, Roberto Torresetti

Books

10 works

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Counterparty Credit Risk, Collateral and Funding With Pricing Cases for All Asset Classes2013
With Massimo Morini, Andrea Pallavicini
7 editions
shelves
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reviews
0
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Interest Rate Models Theory and Practice2013
With Fabio Mercurio
2 editions
shelves
0
reviews
0
lists
0
quotes
0
CREDIT MODELS AND THE CRISIS: A JOURNEY INTO CDOS, COPULAS, CORRELATION AND DYNAMIC MODELS2010
With Andrea Pallavicini, Roberto Torresetti
2 editions
shelves
0
reviews
0
lists
0
quotes
0
Credit Models and the Crisis A Journey into CDOs, Copulas, Correlations and Dynamic Models2010
With Andrea Pallavicini, Roberto Torresetti
4 editions
shelves
0
reviews
0
lists
0
quotes
0
Interest Rate Models2001
With Fabio Mercurio
1 edition
shelves
0
reviews
0
lists
0
quotes
0
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)2007
With Fabio Mercurio
1 edition
shelves
0
reviews
0
lists
0
quotes
0
Credit Risk Frontiers Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity2011
With Tomasz Bielecki, Frederic Patras
5 editions
shelves
0
reviews
0
lists
0
quotes
0
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)2007
With Fabio Mercurio
1 edition
shelves
0
reviews
0
lists
0
quotes
0
Counterparty Risk and Funding: A Tale of Two Puzzles2014
With Stéphane Crépey, Tomasz R. Bielecki
4 editions
shelves
0
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Counterparty Credit Risk, Collateral, Funding and Capital With Valuation Across Asset Classes2017
1 edition
shelves
0
reviews
0
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0
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