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~isPartOf:"Journal of risk management in financial institutions"
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Brigo, Damiano
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Journal of risk management in financial institutions
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Risk : managing risk in the world's financial markets
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Risk-neutral versus objective loss distribution and CDO tranche valuation
Torresetti, Roberto
;
Brigo, Damiano
;
Pallavicini, Andrea
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
2
,
pp. 175-192
Persistent link: https://www.econbiz.de/10003831749
Saved in:
2
A stochastic processes toolkit for risk management : Geometric Brownian motion, jumps, GARCH and variance gamma models
Brigo, Damiano
;
Dalessandro, Antonio
;
Neugebauer, Matthias
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
4
,
pp. 365-393
Persistent link: https://www.econbiz.de/10003907277
Saved in:
3
A stochastic processes toolkit for risk management : mean reverting processes and jumps
Brigo, Damiano
;
Dalessandro, Antonio
;
Neugebauer, Matthias
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
1
,
pp. 65-83
Persistent link: https://www.econbiz.de/10003939684
Saved in:
4
Credit models and the crisis : an overview
Brigo, Damiano
;
Pallavicini, Andrea
;
Torresetti, Roberto
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
3
,
pp. 243-253
Persistent link: https://www.econbiz.de/10009271192
Saved in:
5
Risk-neutral versus objective loss distribution and CDO tranche valuation
Torresetti, Roberto
;
Brigo, Damiano
;
Pallavicini, Andrea
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
2
,
pp. 175-192
Persistent link: https://www.econbiz.de/10009883627
Saved in:
6
A stochastic processes toolkit for risk management : Geometric Brownian motion, jumps, GARCH and variance gamma models
Brigo, Damiano
;
Dalessandro, Antonio
;
Neugebauer, Matthias
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
4
,
pp. 365-393
Persistent link: https://www.econbiz.de/10009883647
Saved in:
7
A stochastic processes toolkit for risk management : mean reverting processes and jumps
Brigo, Damiano
;
Dalessandro, Antonio
;
Neugebauer, Matthias
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
1
,
pp. 65-83
Persistent link: https://www.econbiz.de/10009883653
Saved in:
8
Credit models and the crisis : an overview
Brigo, Damiano
;
Pallavicini, Andrea
;
Torresetti, Roberto
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
3
,
pp. 243-253
Persistent link: https://www.econbiz.de/10009883700
Saved in:
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