Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
A finite dimensional filter with exponential conditional density
A Stochastic Processes Toolkit for Risk Management
An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model
Arbitrage-free Pricing of Credit Index Options: The no-armageddon pricing measure and the role of correlation after the subprime crisis
Bilateral counterparty risk valuation for interest-rate products: impact of volatilities and correlations
No associations
LandOfFree
Damiano Brigo does not yet have a rating. At this time, there are no reviews or comments for this scientist.
If you have personal experience with Damiano Brigo, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Damiano Brigo will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-P-40304