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Damiano Brigo

Произведения автора 2

Только полные версии книг

РОМАНЫ и ПОВЕСТИ

Counterparty Credit Risk, Collateral and Funding. With Pricing Cases For All Asset Classes
аудиокнига
4
Год написания книги 2018
The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this m…
Credit Models and the Crisis. A Journey into CDOs, Copulas, Correlations and Dynamic Models
электронная книга
5
Год написания книги 2018
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the acti…