IUKL Library

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Counterparty credit risk, collateral and funding [electronic resource] : with pricing cases for all asset classes / Damiano Brigo, Massimo Morini, Andrea Pallavicini.

by Brigo, Damiano | Pallavicini, Andrea | Morini, Massimo | ebrary, Inc.

Material type: book Book; Format: electronic available online remote; Literary form: Not fiction Publisher: Chichester, England : Wiley, c2013Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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Credit models and the crisis [electronic resource] : a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti.

by Brigo, Damiano, 1966- | Pallavicini, Andrea | Torresetti, Roberto | ebrary, Inc.

Material type: book Book; Format: electronic available online remote; Literary form: Not fiction Publisher: Chichester ; Hoboken, NJ : John Wiley & Sons, 2010Online access: An electronic book accessible through the World Wide Web; click to view Availability: Items available for loan: IUKL Library (1).
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