- 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...
- 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...
- 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...
-
announced as one of the parti****nts in the
Sanremo Music Festival 2025.
Brigo,
Adelia (13
November 2023). "Clara Soccini, da
Travedona Monate al palco...
-
reported that VOA Spanish-language
service White House correspondent's
Brigo Segovia's
interview with an
official about the administration's response...
- 1142/S0219024902001511.
Brigo, D., Mercurio, F. (2000). A
mixed up smile. Risk Magazine,
September 2000,
pages 123-126
Brigo, D., Pisani, C. and Rapisarda...
-
general approach is in
Maghsoodi (1996). A more
tractable approach is in
Brigo and
Mercurio (2001b)
where an
external time-dependent
shift is
added to...
- limitations. See also the
article by
Donnelly and
Embrechts and the book by
Brigo,
Pallavicini and Torresetti, that
reports relevant warnings and research...
- some
approximated methodology like a
convexity adjustment, see for
example Brigo and
Mercurio (2006). A
customer believes that the six-month
LIBOR rate will...
