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Chapter 20. Credit Derivatives
Hull, John, (2013)
Pricing of CDS, BOND and CDO
Youmbi, Didier, (2013)
A capability study of portfolio insurance strategies for ABS funds and CDS total return indices during the subprime crisis
Ehlers, Stefan, (2010)
CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK
HELLMICH, MARTIN, (2013)
Credit Modelling Under Jump Diffusions with Exponentially Distributed Jumps - Stable Calibration, Dynamics and Gap Risk
Kassberger, Stefan, (2015)