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Bøger af Damiano Brigo

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  • - with Pricing Cases for All Asset Classes
    af Damiano Brigo, Massimo Morini & Andrea Pallavicini
    995,95 kr.

    * The book's content is focused on quantitative methods of tackling valuation problems, supplying sound theoretical frameworks for the pricing and hedging of counterparty risk, linking particular models to particular 'concrete' financial situations.

  • - With Smile, Inflation and Credit
    af Damiano Brigo & Fabio Mercurio
    1.648,95 - 1.651,95 kr.

    This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models.