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Risk Management for Credit Derivatives
Hello,Does anyone have some good resources on how to set up risk management for credit derivatives (CDS, CDO, ABS, CLN, I-TRAXX, CDX, Basket CDS, MBS, ABS on CDS, ...) from scratch ?- books & papers- implementation issues- pricing (using which software)- risk management on individual and aggregate level...Best,Christoph
Risk Management for Credit Derivatives
Let your traders tell you what their books are worth, it's what everyone else used to do