Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

damiano.brigo CV

 
 
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Location

 

805Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inbook{Brigo:2007,
author = {Brigo, D and Pallavicini, A and Torresetti, R},
booktitle = {Credit Correlation - Life After Copulas},
editor = {Lipton, A and Rennie, A},
publisher = {World Scientific},
title = {Cluster-based extension of the generalized poisson loss dynamics and consistency with single names},
year = {2007}
}

RIS format (EndNote, RefMan)

TY  - CHAP
AU - Brigo,D
AU - Pallavicini,A
AU - Torresetti,R
PB - World Scientific
PY - 2007///
TI - Cluster-based extension of the generalized poisson loss dynamics and consistency with single names
T1 - Credit Correlation - Life After Copulas
ER -