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Mathematical finance : an international journal of mathematics, statistics and financial theory
(1991)
Advances in futures and options research : a research annual
(1987)
Versicherungsderivate und Securitization von Versicherungsrisiken : Ansätze einer finanzökonomischen Bewertung
Frost, Patrick, (1998)
Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John, (2001)
Numerical procedures for implementing term structure models I : single-factor models
Hull, John, (1994)
The impact of default risk on the prices of options and other derivative securities
Hull, John, (1995)