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Credit Derivatives: Instruments, Applications, and Pricing – Part 2

Credit Derivatives: Instruments, Applications, and Pricing – Part 2
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(BQ) The next group of chapters provides the mechanics for the modeling and pricing of credit risk. These chapters are more quantitative in nature as is necessary to provide a thorough review of current credit pricing models. However, our goal is not to dazzle the reader with out knowledge of rigorous mathematics, but rather, to provide a comprehensive framework in which credit derivative contracts can be efficiently priced.

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