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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)
Hedging CDO tranches in a Markovian environment
Cousin, Areski, (2011)
An overview of factor modeling for CDO pricing
Laurent, Jean-Paul, (2009)
Achat et location, les déterminants économiques
Laurent, Jean-Paul, (1994)