1
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes

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

Damiano Brigo, Massimo Morini, Andrea Pallavicini
Năm:
2013
Ngôn ngữ:
english
File:
PDF, 17.54 MB
0 / 0
english, 2013
4
Counterparty risk and funding : a tale of two puzzles

Counterparty risk and funding : a tale of two puzzles

Stéphane Crépey, Tomasz R Bielecki, Damiano Brigo
Năm:
2014
Ngôn ngữ:
english
File:
PDF, 6.64 MB
0 / 0
english, 2014
5
Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

Tomasz R. Bielecki, Damiano Brigo, Federic Patras(auth.)
Năm:
2011
Ngôn ngữ:
english
File:
PDF, 6.46 MB
0 / 0
english, 2011
6
Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models

Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models

Damiano Brigo, Andrea Pallavicini, Roberto Torresetti
Năm:
2010
Ngôn ngữ:
english
File:
PDF, 1.24 MB
0 / 0
english, 2010
7
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes

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

Damiano Brigo, Massimo Morini, Andrea Pallavicini
Năm:
2013
Ngôn ngữ:
english
File:
MOBI , 4.52 MB
0 / 0
english, 2013
8
Counterparty risk and funding: a tale of two puzzles

Counterparty risk and funding: a tale of two puzzles

Tomasz R. Bielecki, Damiano Brigo, Stéphane Crépey
Năm:
2014
Ngôn ngữ:
english
File:
PDF, 31.13 MB
0 / 0
english, 2014
9
Counterparty Risk and Funding: A Tale of Two Puzzles

Counterparty Risk and Funding: A Tale of Two Puzzles

Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo
Ngôn ngữ:
english
File:
MOBI , 20.58 MB
0 / 0
english
10
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

Damiano Brigo, Fabio Mercurio
Năm:
2006
Ngôn ngữ:
english
File:
PDF, 8.34 MB
0 / 0
english, 2006
11
Interest Rate Models - Theory and Practice

Interest Rate Models - Theory and Practice

Damiano Brigo, Fabio Mercurio
Năm:
2006
Ngôn ngữ:
english
File:
PDF, 6.93 MB
0 / 0
english, 2006
12
Interest Rate Models Theory and Practice

Interest Rate Models Theory and Practice

Damiano Brigo, Fabio Mercurio
Năm:
2001
Ngôn ngữ:
english
File:
PDF, 12.55 MB
0 / 0
english, 2001
13
Interest rate models: theory and practice

Interest rate models: theory and practice

Damiano Brigo, Fabio Mercurio
Năm:
2001
Ngôn ngữ:
english
File:
DJVU, 5.10 MB
0 / 0
english, 2001