D
Damiano Brigo
9 works on record
Works

CREDIT MODELS AND THE CRISIS

Interest rate models

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Interest Rate Models - Theory and Practice
Credit Risk Frontiers
Credit Risk Frontiers
Counterparty Credit Risk, Collateral and Funding
Counterparty Credit Risk, Collateral and Funding
Counterparty Risk and Funding
Counterparty Risk and Funding
Counterparty Credit Risk, Collateral, Funding and Capital
Counterparty Credit Risk, Collateral, Funding and Capital
Credit Models
Credit Models