Brigo, Damiano, 1966-
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The person Brigo, Damiano, 1966- represents an individual (alive, dead, undead, or fictional) associated with resources found in European University Institute.
The Resource
Brigo, Damiano, 1966-
Resource Information
The person Brigo, Damiano, 1966- represents an individual (alive, dead, undead, or fictional) associated with resources found in European University Institute.
- Label
- Brigo, Damiano, 1966-
- Date
- 1966-
8 Items by the Person Brigo, Damiano, 1966-
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Context of Brigo, Damiano, 1966-Creator of
- Counterparty credit risk, collateral and funding : with pricing cases for all asset classes
- Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models
- Interest rate models : theory and practice
- Interest rate models : theory and practice
- New developments on the Gaussian projection filter with small observation noise
- On the nice behaviour of the Gaussian projection filter with small observation noise
- On the relationship between assumed density filters and projection filters
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/byi5feTYyxM/" typeof="Person http://bibfra.me/vocab/lite/Person"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/byi5feTYyxM/">Brigo, Damiano, 1966-</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/byi5feTYyxM/" typeof="Person http://bibfra.me/vocab/lite/Person"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/byi5feTYyxM/">Brigo, Damiano, 1966-</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
