by
Brigo, Damiano, 1966-
Format:
Books
Publication Date
2013
Excerpt:
Counterparty credit risk, collateral and funding : with pricing cases for all asset classes / Brigo
by
Brigo, Damiano, 1966-
Format:
Books
Publication Date
2010
Excerpt:
Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models /