Brigo, Damiano, (1966-)

Counterparty credit risk, collateral and funding = with pricing cases for all asset classes / by: Brigo, Damiano, (1966-); Pallavicini, Andrea.; Morini, Massimo. (Language materials, printed)

Credit risk frontiers : = subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / by: Patras, Frédéric.; Brigo, Damiano, (1966-); Bielecki, Tomasz R., (1955-) (Language materials, printed)