Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

damiano.brigo

 
 
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Location

 

805Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Brigo:2005:10.1007/s00780-004-0131-x,
author = {Brigo, D and Alfonsi, A},
doi = {10.1007/s00780-004-0131-x},
journal = {FINANCE AND STOCHASTICS},
pages = {29--42},
title = {Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model},
url = {http://dx.doi.org/10.1007/s00780-004-0131-x},
volume = {9},
year = {2005}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Brigo,D
AU - Alfonsi,A
DO - 10.1007/s00780-004-0131-x
EP - 42
PY - 2005///
SN - 0949-2984
SP - 29
TI - Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
T2 - FINANCE AND STOCHASTICS
UR - http://dx.doi.org/10.1007/s00780-004-0131-x
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000226071800002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
VL - 9
ER -