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Options on Credit Default Swaps and Credit Default Indexes
Options on Credit Default Swaps and Credit Default Indexes
2012
Marek Rutkowski
Tomasz R. Bielecki
Damiano Brigo
Fédéric Patras
Keywords:
Credit default swap index
Credit derivative
Credit event
Credit default swap
iTraxx
Business
Synthetic CDO
Financial system
Credit risk
Credit valuation adjustment
Finance
Actuarial science
Correction
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