Crépey, Stéphane; Bielecki, Tomasz R. [Brigo, Damiano] Counterparty risk and funding. A tale of two puzzles. With an introductory dialogue by Damiano Brigo. (English) Zbl 1294.91005 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-1-4665-1645-8/hbk). xxi, 365 p. (2014). Reviewer: Tomáš Cipra (Praha) MSC: 91-02 91G40 91B30 91B24 91G10 91G20 91G80 60H30 PDFBibTeX XMLCite \textit{S. Crépey} and \textit{T. R. Bielecki}, Counterparty risk and funding. A tale of two puzzles. With an introductory dialogue by Damiano Brigo. Boca Raton, FL: CRC Press (2014; Zbl 1294.91005)
Privault, Nicolas Stochastic finance. An introduction with market examples. (English) Zbl 1294.91003 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-1-4665-9402-9/hbk; 978-1-4665-9404-3/ebook). xvi, 426 p. (2014). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 91-01 91G20 91G30 91G40 91G60 91B70 60H30 PDFBibTeX XMLCite \textit{N. Privault}, Stochastic finance. An introduction with market examples. Boca Raton, FL: CRC Press (2014; Zbl 1294.91003)
Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph Introduction to credit risk modeling. 2nd ed. (English) Zbl 1207.91001 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-1-58488-992-2/hbk). xix, 364 p. (2010). Reviewer: Malgorzata Doman (Poznań) MSC: 91-01 91G40 91G20 PDFBibTeX XMLCite \textit{C. Bluhm} et al., Introduction to credit risk modeling. 2nd ed. Boca Raton, FL: CRC Press (2010; Zbl 1207.91001)
Bluhm, Christian; Overbeck, Ludger Structured credit portfolio analysis, baskets & CDOs. (English) Zbl 1104.91030 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: Chapman & Hall/CRC (ISBN 1-58488-647-1/hbk). xvii, 357 p. (2007). Reviewer: Malgorzata Doman (Poznań) MSC: 91-02 91G40 91G10 PDFBibTeX XMLCite \textit{C. Bluhm} and \textit{L. Overbeck}, Structured credit portfolio analysis, baskets \& CDOs. Boca Raton, FL: Chapman \& Hall/CRC (2007; Zbl 1104.91030)
Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph An introduction to credit risk modeling. (English) Zbl 1066.91055 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: Chapman & Hall/CRC (ISBN 1-58488-326-X/hbk; 978-1-4200-5736-2/ebook). 297 p. (2003). Reviewer: Horst Behncke (Osnabrück) MSC: 91-01 91G40 PDFBibTeX XMLCite \textit{C. Bluhm} et al., An introduction to credit risk modeling. Boca Raton, FL: Chapman \& Hall/CRC (2003; Zbl 1066.91055) Full Text: DOI