Counterparty Credit Risk, Collateral, Funding and Capital With Valuation Across Asset Classes Brigo Damiano Annet format / 2017 / Engelsk
Interest Rate Models - Theory and Practice With Smile, Inflation and Credit Brigo Damiano Innbundet / 2006 / Engelsk
Interest Rate Models - Theory and Practice With Smile, Inflation and Credit Brigo Damiano Heftet / 2016 / Engelsk
Counterparty Credit Risk, Collateral and Funding With Pricing Cases For All Asset Classes Brigo Damiano Innbundet / 2013 / Engelsk
Credit Models and the Crisis A Journey into CDOs, Copulas, Correlations and Dynamic Models Brigo Damiano Heftet / 2010 / Engelsk
Credit Risk Frontiers Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity Bielecki, Tomasz Innbundet / 2011 / Engelsk
