Bibliografia Detalhada
Arbitrage Theory in Continuous TimeTomas BjorkSecond edition, Oxford University Press.(2004),Credit Derivatives Pricing ModelsPhillip J.SchönbucherWiley Finance(2003)Financial Modelling with jump processesR. TankovChapman&Hall Financial Mathematical Series(2004)(Bibliografia Opcional)Credit Risk Modelling – theory and applicationsDavid LandoPrinceton Series in Finance(2004)(Bibliografia Opcional)Credit Risk – pricing, measurement and managementDuffie, Darrell and Kenneth J. SingletonPrinceton Series in Finance(2003)(Bibliografia Opcional)