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1
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
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...”
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3
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...”