Ebooks de Damiano Brigo en PDF et EPUB

4 Livre(s)
Télécharger le livre : Counterparty Credit Risk, Collateral and Funding
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Counterparty Credit Risk, Collateral and Funding
Damiano Brigo , Massimo Morini , Andrea Pallavicini
The book's content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk.The new general theory that is required for this methodology is developed from scratch, leading to a consistent and...

Editeur : Wiley
Parution : 2013-03-05
Collection : The Wiley Finance Series
PDF, ePub

81,23 €
Télécharger le livre : Credit Risk Frontiers
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Credit Risk Frontiers
Tomasz Bielecki , Damiano Brigo , Frederic Patras
A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be...

Editeur : Bloomberg Press
Parution : 2011-02-14
Collection : Bloomberg Financial
ePub

54,12 €
Télécharger le livre : Credit Models and the Crisis
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Credit Models and the Crisis
Damiano Brigo , Andrea Pallavicini , Roberto Torresetti
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the...

Editeur : Wiley
Parution : 2010-10-28
Collection : The Wiley Finance Series
PDF, ePub

35,76 €
Télécharger le livre : Interest Rate Models - Theory and Practice
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Feuilleter
Interest Rate Models - Theory and Practice
Damiano Brigo , Fabio Mercurio
The 2nd edition of this successful book has several new features.The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous...

Editeur : Springer
Parution : 2007-09-26

PDF

137,14 €