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Brigo Damiano 1966
1
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Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models


Brigo, Damiano, 1966-
Chichester ; Hoboken, NJ : John Wiley & Sons, 2010. 2010

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2
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Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity


Bielecki, Tomasz R., 1955-
Hoboken, N.J. : Wiley, 2011. 2011

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