Damiano Brigo
- Auteur
Stephane (Universite d'Evry-Val-d'Essonne, Evry, France) Crepey
Boeken van Damiano Brigo
Damiano Brigo
Massimo Morini
Andrea Pallavicini
Counterparty Credit Risk, Collateral and Funding
Damiano Brigo
Fabio Mercurio
Interest Rate Models - Theory and Practice
This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models.
Meer
Stephane (Universite d'Evry-Val-d'Essonne, Evry, France) Crepey
Stéphane Crépey
Tomasz R. (Illinois Institute of Technology, Chicago, USA) Bielecki
Tomasz R. Bielecki
Damiano (Imperial College, London, UK) Brigo
Damiano Brigo
Counterparty Risk and Funding
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk
Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty. Meer
Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty. Meer