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Credit models and the crisis [electronic resource] : a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti.

by Brigo, Damiano, 1966- | Pallavicini, Andrea | Torresetti, Roberto | ProQuest (Firm).

Material type: Text Text; Format: electronic available online remote; Literary form: Not fiction Publication details: Chichester ; Hoboken, NJ : John Wiley & Sons, 2010Online access: Click to View Availability: No items available.

Credit risk frontiers [electronic resource] : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras.

by Bielecki, Tomasz R, 1955- | Brigo, Damiano, 1966- | Patras, Frederic | ProQuest (Firm).

Material type: Text Text; Format: electronic available online remote; Literary form: Not fiction Publication details: Hoboken, N.J. : Wiley, 2011Online access: Click to View Availability: No items available.

Counterparty credit risk, collateral and funding [electronic resource] : with pricing cases for all asset classes / Damiano Brigo, Massimo Morini, Andrea Pallavicini.

by Brigo, Damiano | Pallavicini, Andrea | Morini, Massimo | ProQuest (Firm).

Series: Wiley finance seriesMaterial type: Text Text; Format: electronic available online remote; Literary form: Not fiction Publication details: Chichester, England : Wiley, c2013Online access: Click to View Availability: No items available.

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