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Credit risk : models, derivatives, and management
Report / Erasmus Center for Financial Research, Erasmus University
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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An empirical analysis of CDO data
Leijdekker, Vincent
;
Voort, Martijn van der
;
Vorst, Ton
- In:
Credit risk : models, derivatives, and management
,
(pp. 457-484)
.
2008
Persistent link: https://www.econbiz.de/10003718593
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