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Damiano Brigo
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#	Item
1	Fitting volatility skews and smiles with analytical stock-price models Damiano Brigo Fabio Mercurio Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:17:15 Mathematical finance Options Applied mathematics Economy Finance Volatility smile Damiano Brigo Fabio Mercurio Volatility BlackScholes model Implied volatility Greeks
2	Martin Larsson ETH Zürich Department of Mathematics Rämistrasse 101 CH-8092 Zürich Switzerland Add to Reading List Source URL: people.math.ethz.ch Language: English - Date: 2016-07-26 09:26:40 Mathematical finance Quantitative analyst Mathematical economics Robert A. Jarrow Stochastic Actuarial science Damiano Brigo
3	10—15 June 2013 Warsaw 6th General AMaMeF and Banach Center Conference Add to Reading List Source URL: www.mat.univie.ac.at Language: English - Date: 2016-07-29 05:46:19 Damiano Brigo ukasz
4	Asset Pricing in Continuous Time Paul Schneider October 4, 2013 1 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2013-10-07 03:07:57 Economy Mathematical finance Academia Finance Financial economics Financial econometrics Economic model Risk Fabio Mercurio Damiano Brigo
5	March 23, [removed]:29 Printer: Yet to come Add to Reading List Source URL: media.wiley.com Language: English - Date: 2013-08-22 13:15:00 Copula Correlation and dependence Music Financial Correlations Damiano Brigo Statistical dependence Statistics Actuarial science
6	Bilateral counterparty risk valuation with stochastic dynamical models and application to Credit Default Swaps Agostino Capponi California Institute of Technology Division of Engineering and Applied Sciences Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-04-20 15:56:10 Credit default swap United States housing bubble Counterparty Financial risk Credit risk Futures contract Exposure at default Damiano Brigo Collateral management Financial economics Finance Bank regulation
7	presents[removed]April 2015, London The cutting-edge of quantitative pricing, modelling and risk management techniques Add to Reading List Source URL: www.quanteurope.com Language: English - Date: 2015-02-09 13:20:54 Actuarial science Investment Quantitative analyst Valuation Damiano Brigo Bruno Dupire Mathematical finance Model risk Hedge fund Financial economics Finance Economics
8	Discussion: Business Cycles and the Impact of Major Natural Hazards Extremes and Model Uncertainty – A Multidisciplinary Workshop Imperial Risk Management Laboratory – Grantham Institute Damiano Brigo Add to Reading List Source URL: workspace.imperial.ac.uk Language: English - Date: 2013-03-27 18:26:50 Damiano Brigo Actuarial science Bonds Credit risk Collateralized debt obligation Risk Financial economics Economics Finance
9	RESTRUCTURING COUNTERPARTY CREDIT RISK CLAUDIO ALBANESE, DAMIANO BRIGO, AND FRANK OERTEL Abstract. We introduce an innovative theoretical framework to model derivative transactions between defaultable entities based on t Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:37 United States housing bubble Financial markets Financial risk Bank regulation Structured finance Credit Valuation Adjustment CVA Credit default swap Collateral Financial economics Finance Investment
10	Interest Rate Models: Paradigm shifts in recent years Damiano Brigo Q-SCI, Managing Director and Global Head DerivativeFitch, 101 Finsbury Pavement, London Columbia University Seminar, New York, November 5, 2007 Add to Reading List Source URL: ieor.columbia.edu Language: English - Date: 2007-11-08 17:48:43 Economics Interest rates Fixed income analysis Damiano Brigo Interest rate swap Yield curve Short-rate model Discounting Heath–Jarrow–Morton framework Financial economics Mathematical finance Finance