Damiano Brigo

Identifiers

Open LibraryOL3178406A

Top Subjects

Derivative securities (5)
Credit (3)
Probability & Statistics - General (2)
Business / Economics / Finance (2)
Finance (2)
Interest rates (2)
Prices (2)

Books by Damiano Brigo

Total count: 11

Interest Rate Models1 edition

Springer2001-08-09
Credit ModelsTheory and Practice

Wiley & Sons, Limited, John2007-01-01
Interest Rate Models - Theory and PracticeWith Smile, Inflation and Credit (Springer Finance)2nd ed. Corr. 3rd printing edition

Springer2007-08-01
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Springer2007-09-26
Credit Models and the Crisis

Wiley & Sons, Incorporated, John2010-01-01
Credit Models and the CrisisA Journey into CDOs, Copulas, Correlations and Dynamic Models

Wiley & Sons, Incorporated, John2010-01-01
Credit Risk FrontiersSubprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

Wiley & Sons, Incorporated, John2011-01-01
Counterparty Credit Risk, Collateral and FundingWith Pricing Cases for All Asset Classes

Wiley & Sons, Incorporated, John2013-01-01
Interest Rate Models Theory and Practice

Springer2013-01-01
Counterparty Risk and FundingA Tale of Two Puzzles

Taylor & Francis Group2014-01-01
Counterparty Credit Risk, Collateral, Funding and CapitalWith Valuation Across Asset Classes

Wiley & Sons, Limited, John2017-01-01