- 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...
- some
approximated methodology like a
convexity adjustment, see for
example Brigo and
Mercurio (2006). A
customer believes that the six-month
LIBOR rate will...
- limitations. See also the
article by
Donnelly and
Embrechts and the book by
Brigo,
Pallavicini and Torresetti, that
reports relevant warnings and research...
- 1111/epi.16519. ISSN 1528-1167. PMC 7317965. PMID 32396219. Nardone, Raffaele;
Brigo, Francesco; Trinka,
Eugen (2016). "Acute
Symptomatic Seizures Caused by...
- 1142/S0219024902001511.
Brigo, D., Mercurio, F. (2000). A
mixed up smile. Risk Magazine,
September 2000,
pages 123-126
Brigo, D., Pisani, C. and Rapisarda...
-
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...
-
markets theory using dynamic mean-variance
hedging techniques. With
Damiano Brigo (2002–2003), he has
shown how to
construct stochastic differential equations...
- volatility,
Springer Verlag, Berlin. DOI https://doi.org/10.1007/3-540-30591-2
Brigo, Damiano; Mercurio,
Fabio (2002). "Lognormal-mixture
dynamics and calibration...
