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1

CLUSTER-BASED EXTENSION OF THE GENERALIZED POISSON LOSS DYNAMICS AND CONSISTENCY WITH SINGLE NAMES

BRIGO, DAMIANO, PALLAVICINI, ANDREA, TORRESETTI, ROBERTO

Journal:

International Journal of Theoretical and Applied Finance

Year:

2007

Language:

english

File:

PDF, 342 KB

english, 2007

2

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Introduction: Credit Modelling Pre- and In-Crisis

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

Language:

english

File:

PDF, 55 KB

english, 2012

3

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Final Discussion and Conclusions

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

Language:

english

File:

PDF, 38 KB

english, 2012

4

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Bibliography

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

Language:

english

File:

PDF, 43 KB

english, 2012

5

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Index

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

Language:

english

File:

PDF, 37 KB

english, 2012

6

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || A Fully Consistent Dynamical Model: Generalized-Poisson Loss Model

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

File:

PDF, 108 KB

2012

7

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Market Quotes

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

File:

PDF, 55 KB

2012

8

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Consistency across Capital Structure: Implied Copula

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

File:

PDF, 228 KB

2012

9

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Application to More Recent Data and the Crisis

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

File:

PDF, 2.25 MB

2012

10

MSCs and inflammation: new insights into the potential association between ALCL and breast implants

Orciani, M., Sorgentoni, G., Torresetti, M., Di Primio, Roberto, Di Benedetto, G.

Journal:

Breast Cancer Research and Treatment

Year:

2016

Language:

english

File:

PDF, 1.16 MB

english, 2016

11

Breast Implant Texturization Does Not Affect the Crosstalk Between MSC and ALCL Cells

Orciani, Monia, Caffarini, Miriam, Torresetti, Matteo, Campanati, Anna, Parodi, Piercamillo, Di Benedetto, Giovanni, Di Primio, Roberto

Journal:

Year:

2018

Language:

english

File:

PDF, 715 KB

english, 2018

12

Calibration of CDO Tranches with the Dynamical Generalized-Poisson Loss Model

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 300 KB

english, 2007

13

A Comparison of Alternative Mixing Model for External Data in Operational Risk

Torresetti, Roberto, Le Pera, Giacomo

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 1.23 MB

english, 2014

14

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Front Matter

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

Language:

english

File:

PDF, 141 KB

english, 2012

15

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) ||

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

Language:

english

File:

PDF, 3.45 MB

english, 2012

16

Credit Models and the Crisis (A Journey into CDOs, Copulas, Correlations and Dynamic Models) || Gaussian Copula Model and Implied Correlation

Brigo, Damiano, Pallavicini, Andrea, Torresetti, Roberto

Year:

2012

Language:

english

File:

PDF, 361 KB

english, 2012