REFERENCES

M. Anson, F. J. Fabozzi, M. Choudhry, and R-R. Chen (2004) Credit Derivatives: Instruments, Pricing, and Applications. Hoboken, NJ: John Wiley & Sons.

A. N. Bomfim (2004). Understanding Credit Derivatives and Related Instruments. San Diego, CA: Elsevier Academic Press.

L. Crabbe, and F. J. Fabozzi (2002). Managing a Corporate Bond Portfolio. Hoboken, NJ: John Wiley & Sons.

F. J. Fabozzi (2006). Bond Markets, Analysis and Strategies, 6th edition. Upper Saddle River, NJ: Prentice Hall.

B. Tuckman (2002). Fixed Income Securities. Hoboken, NJ: John Wiley & Sons.

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