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  • TU München, September 2013
    Kathrin Glau; Matthias Scherer; Rudi Zagst
    978-3-319-09114-3
    2015
    Edition 1
    • Provides a bridge between methodological advances and applications in risk management
    • Focuses on modern techniques such as dependence modeling, LIBOR modeling and counterparty credit risk
    • Features contributions from well-known experts from both academia and practice
    • Includes supplementary material: sn.pub/extras

    Open Access

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