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Brigo, Damiano
Libros de: Brigo, Damiano
Mostrando 4 libros encontrados. (1 páginas).
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Credit Risk Frontiers "Subprime Crisis, Pricing And Hedging, Cva, Mbs, Ratings, And Liq"
Subprime Crisis, Pricing And Hedging, Cva, Mbs, Ratings, And LiqBielecki, Tomasz Brigo, Damiano Patras, Frederic
Bloomberg Press. (2011)
- EAN: 9781576603581
- Páginas: 754
- Fecha de edición: 2011
pvp.61,90 €
Sin Stock. Posibilidad entre 11 y 20 dias
This book addresses these aspects of modeling and analysis of credit derivatives that have not been adequately studied and/or adequately understood in the past. The book presents both survey chapters regarding various aspects of the ...
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Credit Models And The Crisis "A Journey Into Cdoscopulas, Correlations And Dynamic Models"
A Journey Into Cdoscopulas, Correlations And Dynamic ModelsBrigo, Damiano Pallavicini, Andrea Torresetti, Roberto
Wiley & Sons Ltd. (2010)
- EAN: 9780470665664
- Páginas: 176
- Fecha de edición: 2010
pvp.43,65 €
Sin Stock. Posibilidad entre 11 y 20 dias
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 ...
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Counterparty Credit Risk And Hybrid Models : Interest Rates, Commodities, Equity And Fx
Brigo, Damiano
Wiley & Sons Ltd. (2010)
- EAN: 9780470748466
- Páginas: 256
- Fecha de edición: 2010
pvp.87,35 €
Sin Stock. Posibilidad entre 11 y 20 dias
The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations. The authors also ...
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Credit Models. Theory And Practice
Alfonsi, Aurelien Brigo, Damiano Morini, Massimo
Wiley & Sons Ltd. (2008)
- EAN: 9780470516225
- Páginas: 512
- Fecha de edición: 2008
pvp.125,00 €
Sin Stock. Posibilidad entre 11 y 20 dias
