Bibliografia Detalhada

Arbitrage Theory in Continuous Time
Tomas Bjork
Second edition, Oxford University Press.
(2004),

Credit Derivatives Pricing Models
Phillip J.Schönbucher
Wiley Finance
(2003)

Financial Modelling with jump processes
R. Tankov
Chapman&Hall Financial Mathematical Series
(2004)
(Bibliografia Opcional)

Credit Risk Modelling – theory and applications
David Lando
Princeton Series in Finance
(2004)
(Bibliografia Opcional)

Credit Risk – pricing, measurement and management
Duffie, Darrell and Kenneth J. Singleton
Princeton Series in Finance
(2003)
(Bibliografia Opcional)