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TU München, September 2013Kathrin Glau; Matthias Scherer; Rudi Zagst978-3-319-09114-32015 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