Nov 8, 2011 . E-mail: damiano.brigo@kcl.ac.uk. Paper available at damianobrigo.it defaultrisk.

Professor Damiano Brigo, CV, Updated on January 2012. 2 . . under

theory and practice : with smile, inflation, and credit Damiano Brigo, Fabio

Antulio N Bomfim in Social Science Research Network (2002) . Damiano Brigo,

. Flexing the Default Barrier. Working paper. Available at ssrn.com. . by

Results 1 - 10 . and correlation (by Damiano Brigo, Kyriakos Chourdakis and Imane Bakkar) . by

by Damiano Brigo of Imperial College & Fitch Solutions, Massimo Morini of

Brigo and Mercurio derive analytic formulae for valuing Caps using the G2++

Sep 21, 2010 . File name: SSRN-id1695150. ; Size: 206K . Brigo, Damiano and Nordio,

Roberto Torresetti Damiano Brigo Andrea Pallavicini. Credit Models, Banca IMI,

Mar 5, 2010 . File name: SSRN-id1575346. ; Size: 393K . Brigo, Damiano, Predescu, Mirela

Jun 16, 2010 . Damiano Brigo, Fitch Solutions and Dept. . Available at arXiv.org, ssrn.com,

Jan 3, 2005 . Damiano Brigo. King's College London - Department of Mathematics December

Constant Maturity Credit Default Swap Pricing with Market Models (by Damiano

Editorial content matching 'damiano brigo' . Collateral, Re-Hypothecation, WWR,

Damiano Brigo, joint work with M. Morini, A. Pallavicini, R. Torresetti . arXiv.org,

. Basel, Funding, CCDS and Margin Lending by Damiano Brigo :: SSRN: a

Albanese, Claudio, Brigo, Damiano and Oertel, Frank, Restructuring

. and CDO tranches valuation. Working paper available at http://ssrn.com/

Nov 4, 2010 . Available at arXiv.org, ssrn.com, defaultrisk.com. Papers in Mathematical Finance

. and Equity Swaps under Counterparty Risk; Damiano Brigo, .

. Claudio Albanese and Damiano Brigo), submitted as Bundesbank Discussion

Damiano Brigo, Agostino Capponi in Available at SSRN httpssrn comabstract (

. Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-Hypothecation,

Dec 7, 2011 . Albanese, Claudio, Brigo, Damiano and Oertel, Frank, Restructuring

Mar 19, 2008 . File name: SSRN-id1278111. ; Size: 872K . Brigo, Damiano, Dalessandro,

Jun 2, 2004 . File name: SSRN-id917376. ; Size: 430K . Brigo, Damiano and Morini, Massimo,

Feb 14, 2009 . Social Science Research Network (SSRN) is devoted to the rapid worldwide .

(c) 2011 D. Brigo (www.damianobrigo.it). Counterparty risk. FM10 Master

E-mail: damiano.brigo@fitchsolutions.com. June 24, 2008. Available also at www

Brigo, Damiano (2005, january). "Market Models for CDS . Brigo, Damiano and

working or has worked in the past. D. Brigo (www.damianobrigo.it) . . the

Working paper. Available at http://ssrn.com and www.arxiv.org. Brigo, D., and M.

http://www.damianobrigo.it/gpl.pdf. Joint Work with Andrea . .. Working paper

Jan 3, 2008 . File name: SSRN-id1089025. ; Size: 274K . Brigo, Damiano and Morini,

Very well done It was a joy to read and I learned quite a bit Counterparty Risk

Dec 9, 2011 . Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting,

Apr 17, 2009 . Damiano Brigo, joint work with Massimo Morini, Andrea Pallavicini, . . http://ssrn

Damiano Brigo, "Constant Maturity CDS valuation with market models" (2006).

Nov 9, 2010 . Available at arXiv.org, ssrn.com, defaultrisk.com. Papers in Mathematical Finance

Dec 19, 2008 . File name: SSRN-id1508076. ; Size: 266K . Brigo, Damiano and Capponi,

Total downloads of all papers by Damiano Brigo . Authors: If anything on this

Apr 13, 2007 . Roberto Torresetti, Damiano Brigo, and Andrea Pallavicini . . The GPCL

Available at ssrn.com and arXiv.org. Brigo, D., Pallavicini, A. and Torresetti, R. (

Mar 10, 2005 . First Posted at ssrn.com on March 10, 2005 Credit Default Swap Calibration and

Dec 9, 2011 . Top Finance Papers from SSRN . . Re-Hypothecation, WWR, Basel, Funding,

Brigo, Damiano (2005, january). "Market Models for CDS . Brigo, Damiano and

Nov 5, 2011 . File name: SSRN-id1956830. ; Size: 346K . Available at SSRN: http://ssrn.com/

Apr 29, 2001 . File name: SSRN-id268433. ; Size: 1362K . Brigo, Damiano, Mercurio, Fabio,

First Posted at ssrn.com on March 10, 2005. Credit Default Swap Calibration and

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