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Cossin, Didier
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Cossin, Didier
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Cossin, Didier
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Advanced credit risk analysis, financial approaches and mathematical models to assess, price, and manage credit risk, Didier Cossin and Hughes Pirotte
Optimal structure of AAA-subsidiaries for financial institutions
Transactions costs and the profitability of financial intermediation
Optimal guarantee control
How well do classical credit risk pricing models fit swap transaction data?
Swap credit risk, an empirical investigation on transaction data
Control of credit risk collateralization using quasi-variational inequalities
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