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Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity
A timely guide to understanding and implementing credit derivatives Credit derivatives are here to s... more |
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Counterparty Risk and Funding: A Tale of Two Puzzles
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Risk and F... more |
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