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Credit risk frontiers : subprime crisis,pricing and hedging, CVA, MBS, ratings, and liquidity

Main Author:	Bielecki, Tomasz R.
Other Authors:	Patras, Frďřic, Brigo, Damiano
Published:	Hoboken, NJ: John Wiley & Sons, Inc., 2011.
Series:	Bloomberg financial series
Subjects:	Global Financial Crisis, 2008-2009 Credit derivatives -- > United States

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