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D. M Chance. (2004). Introduction to Derivatives and Risk Management, 6th edition. Mason, OH: Thomson South-Western.

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S. Dym (1998). A generalized approach to price and duration of nonpar floating-rate notes. Journal of Portfolio Management 24, 4: 102–107.

FabozziF. J. (ed.) (2005). The Handbook of Fixed Income Securities, 7th edition. New York: McGraw-Hill.

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

R. W. Wilson, and F. J. Fabozzi (1996). Corporate Bonds: Structures and Analysis. Hoboken, NJ: John Wiley & Sons.

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