Credit Models Brigo
Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models eBooks & eLearning
Posted by insetes at Aug. 13, 2024
Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models By Damiano Brigo, Andrea Pallavicini, Roberto Torresetti
2010 | 176 Pages | ISBN: 0470665661 | PDF | 2 MB
2010 | 176 Pages | ISBN: 0470665661 | PDF | 2 MB
Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models eBooks & eLearning
Posted by insetes at Aug. 13, 2024
Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models By Damiano Brigo, Andrea Pallavicini, Roberto Torresetti
2010 | 176 Pages | ISBN: 0470665661 | PDF | 2 MB
2010 | 176 Pages | ISBN: 0470665661 | PDF | 2 MB
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit eBooks & eLearning
Posted by AvaxGenius at July 28, 2022
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit by Damiano Brigo, Fabio Mercurio
English | PDF(True) | 2006 | 1016 Pages | ISBN : 3540221492 | 8.8 MB
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced.
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes (Repost) eBooks & eLearning
Posted by insetes at Nov. 25, 2018
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes By Damiano Brigo, Massimo Morini, Andrea Pallavicini
2013 | 464 Pages | ISBN: 047074846X | PDF | 18 MB
2013 | 464 Pages | ISBN: 047074846X | PDF | 18 MB
Counterparty Risk and Funding: A Tale of Two Puzzles (Repost) eBooks & eLearning
Posted by leonardo78 at Aug. 23, 2019
Counterparty Risk and Funding: A Tale of Two Puzzles by Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo
Language: English | 2014 | ISBN: 1466516453 | 388 pages | PDF | 31,1 MB
Language: English | 2014 | ISBN: 1466516453 | 388 pages | PDF | 31,1 MB
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk
Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty.