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Credit derivatives -- Mathematical models 2 Credit derivatives 1

Derivative securities -- 1 Finance -- 1 Prices 1

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Credit risk : models, derivatives, and management

Published 2008

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Credit derivatives pricing models : models, pricing, and implementation

by Schonbucher, Philipp J
Published 2003

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Quantitative methods in derivatives pricing : an introduction to computational finance

by Tavella, Domingo
Published 2002