Bibliografia

Principal

• Schönbucher, Phillip J. (2003.) Credit Derivatives Pricing Models Wiley Finance
• Björk, Tomas (2004.) Arbitrage Theory in Continuous Time Second edition, Oxford University Press

Secundária

• Lando, David (2004.) Credit Risk Modelling – theory and applications Princeton Series in Finance
• Duffie, Darrell and Kenneth J. Singleton (2003.) Credit Risk – pricing, measurement and management Princeton Series in Finance
• Cont, R. and P.Tankov (2004.) Financial Modelling with jump processes Chapman&Hall Financial Mathematical Series