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

by Damiano Brigo,Fabio Mercurio

ISBN 13: 9783540221494

Format: Hardcover (1038 pages)
Publisher: Springer
Published: 04 Aug 2006

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Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models (The Wiley Finance Series)

by Damiano Brigo,Andrea Pallavicini,Roberto Torresetti

ISBN 13: 9780470665664

Format: Paperback (176 pages)
Publisher: John Wiley & Sons
Published: 13 Apr 2010

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Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity: The Latest Advances in Theory and Practice (Bloomberg Financial)

by Tomasz Bielecki,Damiano Brigo,Frederic Patras

ISBN 13: 9781576603581

Format: Hardcover (754 pages)
Publisher: John Wiley & Sons
Published: 04 Feb 2011

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Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes

by Damiano Brigo,Massimo Morini,Andrea Pallavicini

ISBN 13: 9780470748466

Format: Illustrated (464 pages)
Publisher: Wiley
Published: 15 Mar 2013

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

by Damiano Brigo,Fabio Mercurio

ISBN 13: 9783662517437

Format: Paperback (1038 pages)
Publisher: Springer
Published: 23 Oct 2016

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Counterparty Risk and Funding: A Tale of Two Puzzles (Chapman and Hall/CRC Financial Mathematics)

by Stéphane Crépey,Tomasz R. Bielecki,Damiano Brigo

ISBN 13: 9780367740061

Format: Paperback (388 pages)
Publisher: Routledge
Published: 18 Dec 2020

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