//-->
Valuing default-risky interest rate caps: a Monte Carlo approach
Abken, Peter A., (1990)
Hedging and financial fragility in fixed exchange rate regimes
Burnside, Craig, (1999)
New methods for savings and loans to hedge interest rate risk
Morris, Charles S., (1988)
Pricing and hedging interest and credit risk sensitive instruments
Skinner, Frank, (2004)
What will be the risk-free rate and benchmark yield curve following European monetary union?
Brooks, Chris, (2000)
Parametric estimation of different interest rate processes
Ioannides, Michalis, (2003)