Damiano Brigo

• Interest Rate Models - Theory and Practice
• Interest rate models
• Counterparty Credit Risk, Collateral and Funding
• CREDIT MODELS AND THE CRISIS
• Interest rate models
• Interest Rate Models - Theory and Practice
• Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
• Counterparty Credit Risk, Collateral, Funding and Capital
• Counterparty Risk and Funding
• Credit Models
• Credit Models and the Crisis
• Credit Risk Frontiers