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Credit Models and the Crisis - A Journey into CDOsCopulas, Correlations and Dynamic Models

Credit Models and the...

by Roberto Torresetti, Andrea Pallavicini, Roberto Torresetti
  • Published in 2010
  • 176
Counterparty Credit Risk, Collateral and Funding -With Pricing Cases For All Asset Classes

Counterparty Credit Ri...

by Andrea Pallavicini, Massimo Morini, Andrea Pallavicini
  • Published in 2013
  • 464

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