| title | media type | | ISBN-13 | year of publica-
tion | other author(s) |
|---|
| Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes | Hardcover | | 978-0-470-74846-6 | 2013 | Massimo Morini · Andrea Pallavicini |
| Counterparty Credit Risk, Collateral, Funding and Capital: With Valuation Across Asset Classes | " | | 978-1-119-18085-2 | 2017 |
| Counterparty Risk and Funding: A Tale of Two Puzzles | " | | 978-1-4665-1645-8 | 2014 | Stéphane Crépey · Tomasz R. Bielecki |
| Credit Models | " | | 978-0-470-51622-5 | 2009 | Aurelien Alfonsi · Massimo Morini · Andrea Pallavicini · Roberto Torresetti |
| Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models | Paperback | | 978-0-470-66566-4 | 2010 | Andrea Pallavicini · Roberto Torresetti |
| Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity | Hardcover | | 978-1-57660-358-1 | 2011 | Tomasz Bielecki · Frederic Patras |
| Interest Rate Models Theory and Practice | Gebunden | | 978-3-540-41772-9 | 2001 | Fabio Mercurio |
| Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit | Taschenbuch | | 978-3-662-51743-7 | 2016 | " |
| Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit | Gebunden | | 978-3-540-22149-4 | 2006 | " |