//-->
Extended saddlepoint methods for credit risk measurement
García-Céspedes, Rúben, (2016)
Messung und Management von Kreditrisiken
Beyer, Sven, (2000)
La misurazione e la gestione del rischio di credito : modelli, strumenti e politiche
Marsella, Michele, (1998)
Advanced Financial Risk Management : Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management
Deventer, Donald R. van, (2013)
Credit derivates and hedging credit risk
Deventer, Donald R. van, (2006)
Asset and liability management from an enterprise-wide risk management perspective