Credit Models And The Crisis
A Journey into CDOsCopulas, Correlations and Dynamic Models »

Interest Rate Models - Theory and Practice
This book explains how models work and how to implement them for concrete pricing. The second edition has several new features. The calibration discussion of... »

Credit Risk Frontiers
Subprime Crisis, Pricing And Hedging, Cva, Mbs, Ratings, And Liquidity »

Outlines & Highlights For Interest Rate Models Theory And Practice By Damiano Brigo, Isbn
Interest Rate Models Theory and Practice by Damiano Brigo, ISBN 9783540221494 »

Counterparty Credit Risk, Collateral and Funding
Counterparty credit risk and hybrid models »