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Book Sections Year : 2011

A Note on the Risk Management of CDOs

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hal-03679508 , version 1 (26-05-2022)

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Jean-Paul Laurent. A Note on the Risk Management of CDOs. Recent Advances in Financial Engineering 2010, WORLD SCIENTIFIC, pp.43-67, 2011, ⟨10.1142/9789814366038_0003⟩. ⟨hal-03679508⟩
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