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The Oxford Handbook of Credit Derivatives
by Alexander Lipton, Andrew J.O. Rennie — published 2011 |
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Exotic Options: The Cutting-edge Collection - Technical Papers published in Risk 1999-2003
— published 2003 |
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Credit Correlation: Life After Copulas
by Alexander Lipton , Andrew Rennie — published 2007 |
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Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach
— published 2001 — 2 editions |
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