Modelling bonds and credit default swaps using a structural model with contagion (Q3605227)

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Modelling bonds and credit default swaps using a structural model with contagion
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    Modelling bonds and credit default swaps using a structural model with contagion (English)
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    23 February 2009
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    applied mathematical finance
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    quantitative finance
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    credit derivatives
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    credit default swaps
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    credit models
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