|
1John C. Hull, “Options, Futures, and Other Derivatives”, Fourth Edition, 1999. 2Paul Wilmott, “Derivatives The Theory and Practice of Financial Engineering” Chichester, West Sussex, England :J. Wiley,c1998. 3Paul Wilmott, “Paul Wilmott on quantitative finance.” Chichester, West Sussex, England :John Wiley,c2000. 4Wolfgang BÄuhler, Christian Koziol ,“Valuation of Convertible Bonds with Sequential Conversion” 5Brandimarte, Paolo, “Numerical methods in finance : a MATLAB-based introduction ”. 6Justin Hingorani,Gordian Gaeta, and Shamez Alibhai Simplex Credit Advisory Ltd “Measuring the Unexpected: Events in Credit Risk” in: “Frontiers in Credit Risk: Concepts and Techniques for Applied Credit Risk Measurement”. 7Edward I. Altman and Brenda Karlin “Measuring Default Risk in the US High-Yield Bond Market” in: “Frontiers in Credit Risk: Concepts and Techniques for Applied Credit Risk Measurement”. 8Peter Crosbie“MODELING DEFAULT RISK “MoodysKMV. 9Tavella, Domingo,/Randall, Curt,”Pricing financial instruments : the finite difference method” New York :John Wiley & Sons,c2000. 10Eliezer Z. Prisman “Pricing derivative securities :an interactive, dynamic environment with Maple V and Matlab” San Diego :Academic Press,c2000.
|