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Intro Credits Derivs Pricing

Posted: June 9th, 2009, 11:10 am
by LSEstat
lots of credit derivs books are qualitative and descriptive. I am looking for a book about pricing of credit derivatives at the beginning level (first book on credit derivatives pricing).. Any recommendation?

Intro Credits Derivs Pricing

Posted: June 14th, 2009, 3:07 pm
by MeMyself
hey - didnt you try John C Hull and White ?