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Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity
Bielecki, Tomasz R., (2011)
Hedge funds, CDOs and the financial crisis : an empirical investigation of the "Magnetar trade"
Mählmann, Thomas, (2013)
Wall Street's subprime debacle : firsthand accounts from inside the CDO machine
Lieber, Matthew A., (2022)