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| CommitteeontheGlobalFinancialSystem03 | Committee on the Global Financial System (2003), Credit Risk Transfer, Bank for International Settlements, Basel, January Web Download. | , Inquadramento | | |||
| CossinPirotte00 | Cossin , D. - Pirotte , H. (2000), Advanced Credit Risk Analysis, John Wiley & Sons, New York. | Modelli di valutazione, Pricing e hedging | | ||
| Das00 | Das , S. (2000), Credit Derivatives & Credit Linked Notes: Trading & Management of Credit & Default Risk, John Wiley & Sons, New York. | Inquadramento, Pricing e hedging | | |||
| DeZordo04 | De Zordo , A. (2004), La gestione del rischio di credito. Sviluppo ed applicazione degli strumenti derivati su crediti, ALEA - Centro di ricerca sui rischi finanziari, Università di Trento, Tech Reports, Trento, nr. 19, aprile Web Download. | Inquadramento | | ||
| DuffieSingleton03 | Duffie , D. - Singleton , K. (2003), Credit Risk: Pricing, Management, and Measurement, Princeton University Press, Princeton. | Modelli di valutazione, Pricing e hedging | | |||
| EuropeanCentralBank04 | European Central Bank (2004), Credit risk transfer by EU banks: activities, risks and risk management, European Central Bank, Banking Supervision Committee, Frankfurt, May Web Download. | Credit risk transfer, Evoluzione mercato | | ||
| Finger02 | Finger , C. (2002), CreditGrades Technical Document, Risk Metrics Group, May. | Merton models, Pricing e hedging | | |||
| FitchRatings03 | FitchRatings (2003), Global Credit Derivatives: Risk Management or Risk?, Credit Policy, Special Report, March 10 Web Download. | Evoluzione mercato, Aspetti di vigilanza | | ||
| Persaud02 | Persaud , A. (2002), Where Have All the Risks Gone?, Erisk.com, Feature Articles, November 22 Web Download. | Evoluzione mercato | | |||
| Schönbucher03 | Schönbucher , P. J. (2003), Credit Derivatives Pricing Models: Model, Pricing and Implementation, John Wiley & Sons, New York. | Pricing e hedging | | ||
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