Quantitative Risk Management : Concepts, Techniques and Tools - Revised Edition
Alexander J. McNeil
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Credit Risk : Pricing, Measurement, and Management
Darrell Duffie
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Christian Gourieroux
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Darrell Duffie
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Yvan Lengwiler
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Financial Econometrics : Problems, Models, and Methods
Christian Gourieroux
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Christian Gourieroux
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