Your search returned 3 results.

1.
Counterparty credit risk, collateral and funding : with pricing cases for all asset classes / Damiano Brigo, Massimo Morini, Andrea Pallavicini

by Brigo, Damiano | Morini, Massimo | Pallavicini, Andrea.

Publication details: J. Wiley 2013Availability: Items available for loan: HELP UNIVERSITY (HU)Call number: HG 106 Bri (1).

2.
Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras

by Bielecki, Tomasz R | Brigo, Damiano | Patras, Frederic.

Publication details: Bloomberg Press 2011Availability: Items available for loan: ELM LIBRARY (ELM)Call number: HG6024 U6Bie (1).

3.
Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini and Roberto Torresetti

by Brigo, Damiano | Pallavicini, Andrea | Torresetti, Roberto.

Publication details: J. Wiley 2010Availability: Items available for loan: HELP UNIVERSITY (HU)Call number: HG106 Bri (1).

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