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Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda. Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (2009) Eduardo Canabarro. Counterparty Credit Risk (2010) Chris Kenyon, Roland Stamm. Discounting, Libor, CVA and Funding: Interest Rate and Credit Pricing (2012) Damiano Brigo, Massimo ...

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