ProfessorDamianoBrigo

Faculty of Natural Sciences, Department of Mathematics

Chair in Mathematical Finance

Contact

damiano.brigo CV

Location

805Weeks BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Brigo:2006,
author = {Brigo, D and Morini, M},
journal = {Journal of Derivatives},
title = {Efficient Analytical Cascade Calibration of the LIBOR market model with Endogenous Interpolation},
year = {2006}
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Brigo,D
AU  - Morini,M
PY  - 2006///
TI  - Efficient Analytical Cascade Calibration of the LIBOR market model with Endogenous Interpolation
T2  - Journal of Derivatives
ER  -

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