Counterparty Credit Risk, Collateral and FundingDamiano Brigo, Massimo Morini, Andrea Pallavicini · First published 2013Open the Tome
Credit Models And The CrisisDamiano Brigo, Andrea Pallavicini, Roberto Torresetti · First published 2010Open the Tome
Credit ModelsDamiano Brigo, Aurelien Alfonsi, Massimo Morini, Andrea Pallavicini, Roberto Torresetti · First published 2007Open the Tome