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  1. 1

    Credit derivatives instruments, applications and pricing Por Anson, Mark Jonathan Paul, Fabozzi, Frank J., Choudhry, Moorad, Chen, Ren-raw

    Publicado em 2004
    Livro

    Credit derivatives instruments, applications and pricing
  2. 2

    An explicit, multi-factor credit default swap pricing model with correlated factors. Por Chen, Ren-raw

    Artigo

    An explicit, multi-factor credit default swap pricing model with correlated factors.

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