Search results

• 2011

  Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

  Bielecki, T. R., Brigo, D. & Patras, F., 24 Jan 2011, Hoboken, NJ, USA: John Wiley & Sons, Inc. 754 p.

  Research output: Book/Report › Book
• 2010

  Credit Models and the Crisis: A journey into CDOs, Copulas, Correlations and Dynamic Models

  Brigo, D., Pallavicini, A. & Torresetti, R., 2010, Wiley.

  Research output: Book/Report › Book

  46 Citations (Scopus)
• 2001

  Interest-Rate Models: Theory and Practice

  Brigo, D. & Mercurio, F., 2001, Springer Finance.

  Research output: Book/Report › Book