Credit Risk

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Research Links

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Books
Options, Futures, and Other Derivatives, Global Edition

Options, Futures, and Other Derivatives, Global Edition:
John Hull -
The definitive guide to derivatives markets, updated with contemporary examples and discussions.

Central Counterparties: Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives

Central Counterparties: Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives:
Jon Gregory -
Practical guidance toward handling the latest changes to the OTC derivatives market