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Structured finance / Mortgage-backed security / Fixed income securities / United States housing bubble / Bonds / Collateralized debt obligation / Credit default swap / Single-tranche CDO / Credit derivative / Financial economics / Finance / Investment


CDS index tranches and the pricing of credit risk correlations - BIS Quarterly Review, part 7, March 2005
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Document Date: 2005-04-04 18:00:00


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File Size: 114,34 KB

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