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Cover image for 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

Counterparty credit risk, collateral and funding : with pricing cases for all asset classes

by

Brigo, Damiano, 1966-

Format:

Books

Publication Date

2013

Excerpt:

Brigo, Damiano, 1966-

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Cover image for 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

Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models

by

Brigo, Damiano, 1966-

Format:

Books

Publication Date

2010

Excerpt:

/ Brigo, Damiano, 1966-

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Cover image for 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

by

Bielecki, Tomasz R., 1955-

Format:

Books

Publication Date

2011

Excerpt:

Brigo, Damiano, 1966-

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