- Look up
brigo in Wiktionary, the free dictionary.
Brigo is a surname.
Notable people with the
surname include:
Damiano Brigo (born 1966),
Italian applied...
-
Damiano Brigo (born Venice,
Italy 1966) is a
mathematician known for
research in
mathematical finance,
filtering theory,
stochastic analysis with differential...
- They may also
feature quite high
implied volatilities, as
shown by
Damiano Brigo (2005).
However options on
credit indices such as
iTraxx and CDX include...
- limitations. See also the
article by
Donnelly and
Embrechts and the book by
Brigo,
Pallavicini and Torresetti, that
reports relevant warnings and research...
- Juan
Brigo (c. 1928 – 27 June 1991) was a
field hockey player who
competed for
Argentina at the 1948
Summer Olympics, he pla**** in all
three group games...
- 1142/S0219024902001511.
Brigo, D., Mercurio, F. (2000). A
mixed up smile. Risk Magazine,
September 2000,
pages 123-126
Brigo, D., Pisani, C. and Rapisarda...
- some
approximated methodology like a
convexity adjustment, see for
example Brigo and
Mercurio (2006). A
customer believes that the six-month
LIBOR rate will...
- 501–507. doi:10.3390/medicina45060066. PMID 19605972. Nardone, Raffaele;
Brigo, Francesco; Trinka,
Eugen (2016). "Acute
Symptomatic Seizures Caused by...
-
markets theory using dynamic mean-variance
hedging techniques. With
Damiano Brigo (2002–2003), he has
shown how to
construct stochastic differential equations...
-
Bradley Efron Shun'ichi
Amari Ole Barndorff-Nielsen
Frank Nielsen Damiano Brigo A. W. F.
Edwards Grant Hillier Kees Jan van
Garderen As an interdisciplinary...
