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United States housing bubble / Financial risk / Actuarial science / Bank regulation / Mathematical finance / Collateral management / Credit Valuation Adjustment / Credit default swap / Damiano Brigo / Financial economics / Finance / Economics


Counterparty Credit Risk, Collateral and Funding With Pricing Cases for all Asset Classes Damiano Brigo, Massimo Morini and Andrea Pallavicini Order now, and save!!
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Document Date: 2012-10-09 05:29:20

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City

Milan / London / New York / /

Company

Mediobanca / FIAT / Fitch Solutions / BP / International Journal / Cox / Lehman Brothers / IMI Bank of Intesa San / CCP / /

Country

Italy / United Kingdom / /

Currency

BRL / USD / /

Facility

CERN laboratory / City University / King’s College / Free University of Amsterdam / University of Pavia / Imperial College / University of Padua / Bocconi University / /

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IndustryTerm

research / aerospace industries / finance concern interest-rate / numerical algorithm / finance / /

Organization

City University London / University of Padua / University of Pavia / University of Amsterdam / MIT / Cass Business School / King’s College / Bocconi University / Imperial College / /

Person

Andrea Pallavicini / /

Position

CBVA General / author / cited author / Professor of Fixed Income / Professor / Coordinator / Head of Financial Models / Managing Editor / Model Research / Chair / Forward / General / Head / Head of Financial Engineering / Managing Director and Global Head of the Quantitative Innovation team / Gilbart Chair of Financial Mathematics / /

Product

Impact / Horizon / BP / /

ProvinceOrState

New York / /

PublishedMedium

Theoretical and Mathematical Physics / the International Journal / /

URL

www.wiley.com / /

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