Brigo, Damiano, (1966-)

Credit models and the crisis :a journey into CDOs, Copulas, correlations and dynamic models / …で: Brigo, Damiano, (1966-); Pallavicini, Andrea.; Torresetti, Roberto. (言語・文字資料 (印刷物))

Credit risk frontiers :subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / …で: Bielecki, Tomasz R., (1955-); Brigo, Damiano, (1966-); Patras, Fr歋d歋ric. (言語・文字資料 (印刷物))

Counterparty credit risk, collateral and funding[electronic resource] :with pricing cases for all asset classes / …で: Brigo, Damiano, (1966-); Morini, Massimo.; Pallavicini, Andrea. (コンピュータ・メディア)