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1
by Brigo, Damiano
Published 2010
John Wiley & Sons
Table of Contents: “... Copula Model and Implied Correlation; 4 Consistency across Capital Structure: Implied Copula; 5...”
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2
by Brigo, Damiano
Published 2011
Bloomberg Press
Table of Contents: “... -- Chapter 9 Valuation of Structured Finance Products With Implied Factor Models -- Chapter 10 Toward Market...”