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Credit Derivatives Pricing Models: Models, Pricing and Implementation more books like this

by Philipp J Schonbucher, Philipp J Schö Nbucher

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The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive ...

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