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Modeling of contagion effects and their influence to the pricing and hedging of basket credit derivatives /

University, Diss--Köln, 2005.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/255470120
Date January 2006
CreatorsWang, Qian.
PublisherLohmar [u.a.] : Eul,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

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