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:2013,
author = {Brigo, D and Morini, M and Pallavicini, A},
booktitle = {COUNTERPARTY CREDIT RISK, COLLATERAL AND FUNDING: WITH PRICING CASES FOR ALL ASSET CLASSES},
pages = {121--134},
publisher = {BLACKWELL SCIENCE PUBL},
title = {Wrong Way Risk (WWR) for Interest Rates},
url = {https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000328704600005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb},
year = {2013}
}

RIS format (EndNote, RefMan)

TY  - CHAP
AU - Brigo,D
AU - Morini,M
AU - Pallavicini,A
EP - 134
PB - BLACKWELL SCIENCE PUBL
PY - 2013///
SP - 121
TI - Wrong Way Risk (WWR) for Interest Rates
T1 - COUNTERPARTY CREDIT RISK, COLLATERAL AND FUNDING: WITH PRICING CASES FOR ALL ASSET CLASSES
UR - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000328704600005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
ER -