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Finance, mathematical models · Credit
Counterparty Credit Risk, Collateral and Funding
2013
BUSINESS & ECONOMICS / Finance · Mathematical models
Understanding and managing model risk
2011
Interest rates · Financial engineering
Modern Interest Rate Markets and Models
2012
Interest rates · Mathematical models
Interest rate modelling after the financial crisis
Derivative securities
Credit Models
2007
Financial risk · Mathematical models
Counterparty Credit Risk and Hybrid Models Wiley Finance