Books by Damiano Brigo
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit
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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit
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Counterparty Risk and Funding: A Tale of Two Puzzles
Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo
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Counterparty Credit Risk, Collateral and Funding
Andrea Pallavicini, Massimo Morini, Damiano Brigo
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Credit Models and the Crisis: A Journey Into Cdos, Copulas, Correlations and Dynamic Models
Andrea Pallavicini, Roberto Torresetti, Damiano Brigo
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Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, Cva, Mbs, Ratings, and Liquidity
Frederic Patras, Tomasz Bielecki, Damiano Brigo
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