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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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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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