Brigo, Damiano
Bilateral counterparty risk with application to CDSs
- Brigo, Damiano
- En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 15/03/2010 Tomo 23 Número 3 - 2010
- Articles and Chapters
Last option before the armageddon
- Brigo, Damiano
- En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 15/09/2009 Tomo 22 Número 9 - 2009
- Articles and Chapters
Counterparty risk and CCDSs under correlation
- Brigo, Damiano
- En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 01/02/2008 Tomo 21 Número 2 - 2008
- Articles and Chapters