![Mathematical finance / United States housing bubble / Financial risk / Credit Valuation Adjustment / Credit default swap / Credit risk / CVA / Futures contract / Basel III / Financial economics / Finance / Damiano Brigo Mathematical finance / United States housing bubble / Financial risk / Credit Valuation Adjustment / Credit default swap / Credit risk / CVA / Futures contract / Basel III / Financial economics / Finance / Damiano Brigo](https://www.pdfsearch.io/img/ecb955fb0b33f45de160866b95875af3.jpg)
| Document Date: 2013-04-15 06:56:46 Open Document File Size: 4,57 MBShare Result on Facebook
City London / / Facility LGS MF6 PhD Imperial College / Mathematics Imperial College / / IndustryTerm author employers / / Organization Mathematics Imperial College / Graduate School / LGS MF6 PhD Imperial College London / / Person Damiano Brigo / / / Position Chair and co-Head of the Mathematical Finance Research Group / risk free rate rt / author / General / / Technology BMP / pdf / / URL http /
SocialTag |