- 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...
-
released the
single "Nero gotico",
ahead of the
Primo Tour in
October 2024.
Brigo,
Adelia (13
November 2023). "Clara Soccini, da
Travedona Monate al palco...
-
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...
- some
approximated methodology like a
convexity adjustment, see for
example Brigo and
Mercurio (2006). A
customer believes that the six-month
LIBOR rate will...
-
variant on Ho-Lee. The CIR++ model,
introduced and
studied in
detail by
Brigo and
Mercurio in 2001, and
formulated also
earlier by
Scott (1995) used the...
- risk.
Valuation of
CMCDS has been
explored by
Damiano Brigo in 2004 and
Anlong Li in 2006.
Brigo, Damiano; Mercurio,
Fabio (2006).
Interest rate models:...
- 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...
-
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...
