Reduced form models of bond portfolios
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World Scientific Book Chapters, in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 19, pages 455-480,
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- Philipp J. Schonbucher, 1997. "Team Structure Modelling of Defaultable Bonds," FMG Discussion Papers dp272, Financial Markets Group.
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This paper has been announced in the following NEP Reports:- NEP-RMG-2010-11-27 (Risk Management)
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