Brigo, Damiano, (1966-)

Credit models and the crisis :a journey into CDOs, Copulas, correlations and dynamic models / by: Brigo, Damiano, (1966-); Pallavicini, Andrea.; Torresetti, Roberto. (Language materials, printed)

Credit risk frontiers :subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / by: Bielecki, Tomasz R., (1955-); Brigo, Damiano, (1966-); Patras, Fr歋d歋ric. (Language materials, printed)

Counterparty credit risk, collateral and funding[electronic resource] :with pricing cases for all asset classes / by: Brigo, Damiano, (1966-); Morini, Massimo.; Pallavicini, Andrea. (Electronic resources)