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Econometric methods for derivative securities and risk management
Garcia, René, (2000)
Ökonometrische Modelle zur Bewertung von Optionsscheinen
Pflaumer, Peter, (1990)
Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph, (1991)
Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John, (2001)
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John, (2000)
The impact of default risk on the prices of options and other derivative securities
Hull, John, (1995)