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Handbook of credit derivatives
Francis, Jack Clark, (1999)
Pricing portfolio credit derivatives
Herbertsson, Alexander, (2007)
Contemporary quantitative finance : essays in honour of Eckhard Platen
Chiarella, Carl, (2010)
Credit derivatives : applications, pricing and risk management
Meissner, Gunter, (2005)
Caps, Floors und Collars
Meissner, Gunter, (2001)
Arbitrage mit Zinsderivaten