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Books

Advanced Financial Risk Management
Advanced Financial Risk Management
Advanced Financial Risk Management integrates interest rate risk, credit risk, foreign exchange risk, and capital allocation using a consistent risk manageme... »
 
 
 
 
 

Credit Risk Models And The Basel Accords
Credit Risk Models And The Basel Accords
The Theory and Practice of the Merton Credit Model »
 
 
 
 
 

Advanced Financial Risk Management
Advanced Financial Risk Management
Tools & Techniques for Integrated Credit Risk and Interest Rate Risk Management »