references - Hall, 2000. [6] D. Lando, Credit Risk Modeling...

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References [1] M. Anson, F. Fabozzi, M. Choudhry, R. Chen, Credit Derivataives, Instru- ments, Applications and Pricing [2] C. Bluhm and L. Overbeck, An Introduction to Credit Risk Modeling ,Chap- [3] C. Bluhm and L. Overbeck, Structured Credit Portfolio Analysis, Baskets and CDOs [4] D. Du e and K. Singleton, Credit Risk: Pricing, Measurement and Man- agement , Princeton U. Press, 2003. [5] F. Fabozzi, Bond Markets, Analysis and Strategies , 4th edition, Prentice
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Unformatted text preview: Hall, 2000. [6] D. Lando, Credit Risk Modeling , Princeton U. Press, 2004. [7] D. Lucas, L. Goodman, F. Fabozzi, Collateralized Debt Obligations: Struc-tures and Analysis , 2nd edition, John Wiley & Sons, 2006. [8] L Martellini and P. Priaulet, Fixed Income Securities , John Wiley and Sons, 2001. [9] S. Sundaresan, Fixed Income Markets and Their Derivatives , 2nd edition, Southwestern Publishers, 2002. [10] B. Tuckman, Fixed Income Securities , John Wiley and Sons, 1996. 1...
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