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Credit risk frontiers: subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity
Autores principales: | Bielecki, Tomasz R, Brigo, Damiano, Patras, Frédéric |
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Lenguaje: | eng |
Publicado: |
Bloomberg Press
2011
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Materias: | |
Acceso en línea: | http://cds.cern.ch/record/1521529 |
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