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RiskMetrics Journal Winter 2005
Distribution of Defaults in a Credit Basket
by Pete Benson
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Risk Budgeting for Pension Plans
by Jorge Mina
165 KB download | more information...
Incorporating Equity Derivatives into the CreditGrades Model
by Robert Stamicar, Christoper C. Finger
704 KB download | more information...
Adaptations of Monte Carlo Simulation Techniques to American Option Pricing
by Serena Agoro-Menyang
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