Counterparty Credit Risk, Collateral, Funding and CapitalDamiano Brigo · First published 2017Open the Tome
Counterparty Risk and FundingStéphane Crépey, Tomasz R. Bielecki, Damiano Brigo · First published 2014Open the Tome
Interest rate modelsDamiano Brigo, Fabio Mercurio · First published 2001 · Latest edition 2013Open the Tome
Counterparty Credit Risk, Collateral and FundingDamiano Brigo, Massimo Morini, Andrea Pallavicini · First published 2013Open the Tome
Credit Risk FrontiersTomasz Bielecki, Damiano Brigo, Frederic Patras · First published 2011Open 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