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Extended saddlepoint methods for credit risk measurement
García-Céspedes, Rúben, (2016)
Measuring and modelling financial risk
Alexander, Carol, (1998)
Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony, (1999)
Advanced Financial Risk Management : Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management
Deventer, Donald R. van, (2013)
Asset and liability management from an enterprise-wide risk management perspective
Deventer, Donald R. van, (2006)
Credit derivates and hedging credit risk