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Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity
Bielecki, Tomasz R., (2011)
Pricing and Risk Management of Synthetic CDOs
Schlösser, Anna, (2011)
General Auto-Regressive Asset Model
Wang, Jiaxin, (2010)
Four synthetic CDO trading strategies
Petrelli, Andrea, (2007)
Risk management of credit derivatives
Federico, Santa, (2007)