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Three essays on valuation and investment in incomplete markets
Zariphopoulou, Thaleia, (2011)
Credit securitization and credit derivatives: Financial instruments and the credit risk management of middle market commercial loan portfolios
Henke, Sabine, (1998)
A Tree Implementation of a Credit Spread Model for Credit Derivatives
Schönbucher, Philipp J., (2000)
An introduction to bond markets
Choudhry, Moorad, (2010)
The principles of banking
Choudhry, Moorad, (2012)
Structured credit products : credit derivatives and synthetic securitisation
Choudhry, Moorad, (2004)