Credit correlation [electronic resource] : life after copulas / editors, Alexander Lipton, Andrew Rennie.

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TextPublication details: New Jersey : World Scientific, c2008.Description: vii, 169 p. : illOther title:

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Reprinted from the International journal of theoretical and applied finance, v. 10, no. 4 (June 2007).

Includes bibliographical references.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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