| title | ISBN-13 | year of publica- tion | other author(s) |
|---|---|---|---|
| Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes | 978-0-470-74846-6 | 2013 | Damiano Brigo · Andrea Pallavicini |
| Credit Models | 978-0-470-51622-5 | 2009 | Damiano Brigo · Aurelien Alfonsi · Andrea Pallavicini · Roberto Torresetti |
| Modern Interest Rate Markets and Models: Multiple Curves, Collateral, Funding and Credit | 978-1-118-44201-2 | 2018 | Marco Bianchetti |
| Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators | 978-0-470-97761-3 | 2011 | |
M M · Massimo Marano · Massimo Mariani · Massimo Marino · Maxine Morrin · mckeon-maureen · Megan Moran · Megan Morrone · Megumi Morino · Mohsen Marnaoui