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Browsing by Author Mayordomo, Sergio

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Issue DateTitleAuthor(s)Type
Sep-2009Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPsMayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio [ypenya]; Romo, JuanworkingPaper
Jul-2010Four essays on the interaction between credit derivatives and fixed income marketsMayordomo, SergiodoctoralThesis; Tesis
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