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... rating transitions and recovery rates Contents: I. PRICING CREDIT RISK Credit Derivatives Made Simple Lane Hughston and Stuart Turnbull Applying HJM to Credit Risk Robert Maksymiuk and ...
Dariusz Gatarek, Przemyslaw Bachert und Robert Maksymiuk (2006): The LIBOR Market Model in Practice pp. 265-266 Rico Wyss. Volume 21, issue 1, 2007
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