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Damiano Brigo
Professor
506
Citations
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Research output
(53)
Projects
(1)
Activities
(21)
Similar Profiles
(7)
Supervised Work
(1)
Research output
42
Article
3
Book
2
Chapter
2
Conference paper
4
More
2
Featured article
1
Preprint
1
Working paper
Research output per year
Research output per year
1 results
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Working paper
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2018
Risk-neutral valuation under differential funding costs, defaults and collateralization
Brigo, D.
,
Buescu, C.
, Francischello, M., Pallavicini, A. & Rutkowski, M.,
28 Feb 2018
.
Research output
:
Working paper/Preprint
›
Working paper
Cash Flow
100%
Credit
100%
Theoretical Framework
100%
Replication Model
100%