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Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity
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  • Year: 2011
  • Author: Tomasz R. Bielecki, Damiano Brigo, Federic Patras(auth.)
Counterparty risk and funding: a tale of two puzzles
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  • Year: 2014
  • Author: Bielecki, Tomasz R.; Brigo, Damiano; Crépey, Stéphane
Credit risk: modeling, valuation and hedging
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  • English
  • Year: 2004
  • Author: Tomasz R. Bielecki, Marek Rutkowski
Credit risk: modeling, valuation, and hedging
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  • English
  • Year: 2004
  • Author: Tomasz R. Bielecki, Marek Rutkowski
Stochastic methods in finance: lectures given at the C.I.M.E.-E.M.S. summer school held in Bressanone/Brixen, Italy, July 6-12, 2003
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  • Year: 2004
  • Author: Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer (auth.)
Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
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  • English
  • Year: 2004
  • Author: Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer (auth.)
Interest rate models: theory and practice
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  • English
  • Year: 2001
  • Author: Damiano Brigo, Fabio Mercurio
Interest Rate Models - Theory and Practice
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  • Year: 2006
  • Author: Damiano Brigo, Fabio Mercurio
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit
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  • English
  • Year: 2006
  • Author: Damiano Brigo, Fabio Mercurio