Dickler, Robert A.; Schalast, Christoph - 2006
discussed by Choudhry
(2004) in Gregory (2004), pp. 193-235.
8 Duffie/Singleton (2003), Chapter 11. Heidorn/König (2003 …-602. Applicatons of credit derivatives to credit portfolio
management are also concisely explained in Smithson (2003). For a fixed … income portfolio management perspective
on credit risk management, Credit Suisse First Boston (2004). An overview of …