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2008 Artikel Advanced credit portfolio modeling and CDO pricing

Advanced credit portfolio modeling and CDO pricing. In Mathematics – Key Technology for the Future, W. Jäger and H.-J. Krebs (eds.), Springer (2008), pp 253–280 (with R. Frey, E. A. von Hammerstein)

bmbf-20071015.pdf — PDF document, 320Kb

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