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Table Of Contents

Foreword
Market overview
The credit default swap
Basket default swaps
Credit options
Hybrid products
Single credit modelling
Modelling default correlation
Valuation of correlation products
Estimating the dependency structure
Modelling credit options
Modelling hybrids
References
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Lehman Exotic c Redder Ivs

Lehman Exotic c Redder Ivs

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Published by Bhushan Meshram

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Published by: Bhushan Meshram on Mar 18, 2011
Copyright:Attribution Non-commercial

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03/17/2012

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