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askijean
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Joined: September 4th, 2007, 6:32 pm

CCDS

September 14th, 2007, 1:37 pm

I've to do a memory on Counterparty Credit Risk and I was wondering whetheranyone have any general information (papers/authors) on CCDS (contingent CDS) and how to price this product?Many thanks for uyour help
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