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Pallavicini, Andrea.
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Counterparty credit risk, collateral and funding : with pricing cases for all asset classes
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Brigo, Damiano, 1966-
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Publication Date
2013
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Credit derivatives -- Mathematical models.
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Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models
Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models
by
Brigo, Damiano, 1966-
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Publication Date
2010
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Financial crises -- Mathematical models.
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