DAMIANO BRIGO FABIO MERCURIO

Apr 23, 12
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  • Nov 30, 2001 . Suggested Citation. Brigo, Damiano and Mercurio, Fabio, On Deterministic Shift
  • Damiano Brigo, Fabio Mercurio · 3 Reviewshttp://books.google.co.uk/books/
  • Results 1 - 14 of 14 . by Damiano Brigo, Fabio Mercurio. Hardcover - REV. $72.67 New From BN.com.
  • Volatility-Smile Modeling with Density-Mixture. Stochastic Differential Equations.
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  • Fabio Mercurio (born 26 September 1966) is an Italian mathematician, . With
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  • "Constant Maturity Credit Default Swap Pricing with Market Models," Quantitative
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  • Different covariance parameterizations of the Libor market model and joint caps/
  • Damiano Brigo†. Fabio Mercurio‡. Giulio Sartorelli§. Abstract. We prove
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  • On deterministic–shift extensions of short–rate models ∗. Damiano Brigo. Fabio
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  • Lognormal-mixture dynamics and calibration to market volatility smiles. Damiano
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  • Damiano Brigo, Fabio Mercurio, «Interest Measure Models»Publisher: Cow; 1
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  • Fabio Mercurio is the Head of Financial Models at Banca IMI. Fabio holds a .
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