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  1. Duffie, Darrell [Author]; Singleton, Kenneth J. [Author]

    Credit risk : pricing, measurement, and management

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    Princeton, NJ [u.a.]: Princeton Univ. Press, 2003

    Published in: Princeton series in finance

  2. Gouriéroux, Christian [Author]; Jasiak, Joann [Author]

    Financial econometrics : problems, models, and methods

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    Princeton, NJ [u.a.]: Princeton Univ. Press, 2001

    Published in: Princeton series in finance

  3. Hurd, T. R. [Author]

    Contagion! Systemic risk in financial networks

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    [Cham]: Springer, [2016]

    Published in: Springer briefs in quantitative finance- Mathematics