Abramowitz, M. and Stegun, I. (1964) Handbook of Mathematical Functions. National Bureau of Standards.
AIG, Form 8-K Sec Filing, 11 February 2008.
AIG, Form 10-Q, Sec Filing, 30 September 2007.
Altman, E., Brady, B., Resti, A. and Sironi, A. (2006) The Link Between Default and Recovery Rates: Theory, Empirical Evidence, and Implications. Financial Analysts Journal, 78(6):2203- 2227.
Altman, E. and Kishore, V. (1996) Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds. Financial Analysts Journal 52(6):57-64.
Altman, E., Resti, A. and Sironi, A. (2001) Analyzing and Explaining Default Recovery Rates. Technical Report International Swap and Derivatives Association.
Andersen, L., Sidenius, J. and Basu, S. (2003) All your Hedges in One Basket. RISK.
Artzner, P., Delbaen, F., Eber, J.-M. and Heath, D. (1999) Coherent Measures of Risk. Mathematical Finance, 9(3).
Arvanitis, A. and Gregory, J. (2001) Credit: The Complete Guide to Pricing, Hedging and Risk Management , Risk Books.
Bahar, R. and Nagpal, K. (2001) Measuring Default Correlation. Risk, 129-132.
Baheti, P. and Morgan, S. (2007) Base Correlation Mapping. Technical Reports. Lehman Brothers.
Bak, P. (1996) How Nature Works: The Science of Self-Organized Criticality. Copernicus, New York.
Bak, P., Tang, C. and Wiesenfeld, K. (1987) Self-organized Criticality: An Explanation of 1/f Noise. Physical Review Letters, 59:381-384.
Bangia, A., Diebold, F. and Schuermann, T. (2000) Ratings Migration and the ...

Get The Art of Credit Derivatives: Demystifying the Black Swan now with the O’Reilly learning platform.

O’Reilly members experience live online training, plus books, videos, and digital content from nearly 200 publishers.