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searching for Damiano Brigo 13 found (36 total)

Black–Karasinski model (496 words) [view diff] exact match in snippet view article find links to article

Financial Analysts Journal. 47 (4): 52–59. doi:10.2469/faj.v47.n4.52. Damiano Brigo, Fabio Mercurio (2001). Interest Rate Models – Theory and Practice with

Interest rate derivative (775 words) [view diff] exact match in snippet view article find links to article

ISBN 978-0-9844221-0-4. Archived from the original on 8 February 2011. Damiano Brigo, Fabio Mercurio (2001). Interest Rate Models – Theory and Practice with

Vasicek model (1,181 words) [view diff] exact match in snippet view article find links to article

Derivatives. Upper Saddle River, NJ: Prentice Hall. ISBN 978-0-13-009056-0. Damiano Brigo, Fabio Mercurio (2001). Interest Rate Models – Theory and Practice with

Swaption (1,378 words) [view diff] exact match in snippet view article find links to article

valuation" (PDF). Fall 2000. Retrieved May 12, 2014.[full citation needed] Damiano Brigo, Fabio Mercurio (2001). Interest Rate Models - Theory and Practice with

Cox–Ingersoll–Ross model (1,915 words) [view diff] exact match in snippet view article find links to article

Mathematical Finance. 6 (6): 89–109. doi:10.1111/j.1467-9965.1996.tb00113.x. Damiano Brigo; Fabio Mercurio (2001). Interest Rate Models — Theory and Practice with

Bespoke portfolio (CDO) (1,442 words) [view diff] exact match in snippet view article

Crisis: A journey into CDOs, Copulas, Correlations and Dynamic Models. Damiano Brigo, Andrea Pallavicini, Roberto Torresetti. John Wiley & Sons, Inc. - Chichester

Volatility smile (1,755 words) [view diff] exact match in snippet view article find links to article

139–145, pp. 32–39) (PDF) Mark Rubinstein, Implied Binomial Trees (PDF) Damiano Brigo, Fabio Mercurio, Francesco Rapisarda and Giulio Sartorelli, Volatility

Merton model (620 words) [view diff] exact match in snippet view article find links to article

XVA under credit risk, collateral margins and Funding Costs. Prof. Damiano Brigo, UCLouvain Tomasz Zieliński (2013). Merton’s and KMV Models in Credit

Interest rate cap and floor (1,831 words) [view diff] exact match in snippet view article find links to article

Retrieved 2016-01-30.{{cite web}}: CS1 maint: archived copy as title (link) Damiano Brigo, Fabio Mercurio (2001). Interest Rate Models - Theory and Practice with

Ornstein–Uhlenbeck process (4,602 words) [view diff] exact match in snippet view article find links to article

1103/PhysRev.36.823. A Stochastic Processes Toolkit for Risk Management, Damiano Brigo, Antonio Dalessandro, Matthias Neugebauer and Fares Triki Simulating

Yield curve (5,682 words) [view diff] exact match in snippet view article find links to article

Theories of the term structure (section 4.7 in the fourth edition). Damiano Brigo; Fabio Mercurio (2001). Interest Rate Models – Theory and Practice.

Rosters of the top basketball teams in European club competitions (22,341 words) [view diff] exact match in snippet view article find links to article

Bon, Roberto Cavallari, Roberto Dalla Vecchia, Massimiliano Romboli, Damiano Brigo, Michele Bertinelli Quarterfinalist: Maccabi Tel Aviv (Israel) Doron

Causes of the Great Recession (15,330 words) [view diff] exact match in snippet view article find links to article

Retrieved 3 April 2013.[permanent dead link] Bielecki, Tomasz R.; Damiano Brigo; Fédéric Patras (2011). "Chapter 13. Structural Counterparty Risk Valuation