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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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  • Year: 2004
  • Author: Tomasz R. Bielecki, Marek Rutkowski
Structured Dependence between Stochastic Processes
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  • Year: 2020
  • Author: Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewȩgłowski
Interest rate models: theory and practice
  • DJVU
  • English
  • Year: 2001
  • Author: Damiano Brigo, Fabio Mercurio
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes
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  • English
  • Year: 2013
  • Author: Damiano Brigo, Massimo Morini, Andrea Pallavicini
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes
  • MOBI
  • English
  • Year: 2013
  • Author: Damiano Brigo, Massimo Morini, Andrea Pallavicini
Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models
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  • Year: 2010
  • Author: Damiano Brigo, Andrea Pallavicini, Roberto Torresetti
Paris-Princeton Lectures on Mathematical Finance 2003
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  • Year: 2004
  • Author: Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, José A. Scheinkman, Wei Xiong (auth.), René A. Carmona, Erhan Çinlar, Ivar Ekeland, Elyes Jouini, José A. Scheinkman, Nizar Touzi (eds.)
Paris-Princeton Lectures on Mathematical Finance 2003
  • PDF
  • English
  • Year: 2004
  • Author: Tomasz R. Bielecki, Tomas Björk, Monique Jeanblanc, Marek Rutkowski, José A. Scheinkman, Wei Xiong (auth.), René A. Carmona, Erhan Çinlar, Ivar Ekeland, Elyes Jouini, José A. Scheinkman, Nizar Touzi (eds.)
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