Label
Brigo, Damiano, 1966-
Actions
Incoming Resources
- Credit risk frontiers, subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity, Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras, [editors]
- Credit models and the crisis, a journey into CDOs, Copulas, correlations and dynamic models, Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti
- Interest rate models, theory and practice, Damiano Brigo, Fabio Mercurio
- On the relationship between assumed density filters and projection filters
- Interest rate models, theory and practice, Damiano Brigo, Fabio Mercurio
- Counterparty credit risk, collateral and funding, with pricing cases for all asset classes, Damiano Brigo, Massimo Morini, Andrea Pallavicini
- New developments on the Gaussian projection filter with small observation noise
- On the nice behaviour of the Gaussian projection filter with small observation noise
- Credit risk frontiers, subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity, Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras, [editors]