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Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity (157660358X) cover image
Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity
by Tomasz Bielecki, Damiano Brigo, Frederic Patras
February 2011, Hardcover