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author_facet:"Brigo, Damiano"
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1
Credit Risk Frontiers : Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity
by
Brigo, Damiano
Published 2011
Bloomberg Press
Table of Contents:
“
... Simple Dynamic Model for
Pricing
and Hedging Heterogeneous Cdos -- Chapter 5 Modeling Heterogeneity...
”
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2
Interest Rate Models - Theory and Practice : With Smile, Inflation and Credit
by
Brigo, Damiano
,
Mercurio, Fabio
Published 2006
Springer Berlin Heidelberg
Table of Contents:
“
... -- Credit -- and
Pricing
under Counterparty Risk -- Intensity Models -- CDS
Options
Market Models...
”
Read Now
3
Interest Rate Models Theory and Practice
by
Brigo, Damiano
,
Mercurio, Fabio
Published 2001
Springer Berlin Heidelberg
Table of Contents:
“
...I. Models: Theory and Implementation -- 1. Definitions and Notation -- 2. No-Arbitrage
Pricing
...
”
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Author: Brigo, Damiano
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519 - Probabilities & applied mathematics
2
332 - Financial economics
1
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English
3
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O'Reilly
1
Springer Book Archives -2004
1
Springer eBooks 2005-
1
Author
Brigo, Damiano
Mercurio, Fabio
2
Bielecki, Tomasz
1
Patras, Frederic
1
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