Brigo, Damiano, 1966-....
Brigo,Damiano
Brigo, D.
Damiano Brigo mathematician
VIAF ID: 74150989 ( Personal )
Permalink: http://viaf.org/viaf/74150989
Preferred Forms
- 200 _ | ‡a Brigo ‡b Damiano ‡f 1966-....
- 100 1 _ ‡a Brigo, D.
-
-
-
- 100 1 _ ‡a Brigo, Damiano ‡d 1966-
- 100 1 _ ‡a Brigo, Damiano ‡d 1966-
- 100 1 _ ‡a Brigo, Damiano, ‡d 1966-
-
-
-
-
- 100 1 _ ‡a Brigo, Damiano, ‡d 1966-....
-
- 100 0 _ ‡a Damiano Brigo ‡c mathematician
4xx's: Alternate Name Forms (8)
5xx's: Related Names (4)
- 510 2 _ ‡a Imperial College London
- 510 2 _ ‡a Imperial College of Science, Technology and Medicine ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Imperial College, Department of Mathematics
- 510 2 _ ‡a Proefschrift Vrije Universiteit Amsterdam
Works
Title | Sources |
---|---|
Counterparty credit risk, collateral and funding : with pricing cases for all asset classes | |
Counterparty risk and funding : a tale of two puzzles | |
Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models | |
Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity | |
A differential geometric approach to nonlinear filtering : the projection filter | |
A dynamic programming approach for pricing CDS and CDS options | |
Filtering by projection on the manifold of exponential densities | |
Interest rate models, theory and practice with smile, inflation and credit | |
Modélisation du smile de volatilité pour les produits dérivés de taux d'intérêt | |
Multi factor stochastic volatility for interest rates modeling. | |
New developments on the Gaussian Projection Filter with small observation noise |