Bibliografia

Principal

• 5. Schönbucher, P.J. (2003). Credit Derivatives Pricing Models: Models, Pricing and Implementation, Wiley. 4. Chaplin (2010). Credit Derivatives, Wiley. 3. CreditMetrics - Technical Document, JP Morgan, 1997. 2. Smithson, C. (2003). Credit Portfolio Management, Wiley. 1. Lando, D. (2004). Credit Risk Modeling: Theory and Applications, Princeton University Press. :

Secundária

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