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Making sense of the subprime mortgage mess
(2008)
Ruined in a conventional way : responses to credit ratings' role in credit crises
Matthews, D. J., (2009)
Are all ratings created equal? : the impact of issuer size on the pricing of mortgage-backed securities
He, Jie, (2011)
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)