补充几本有关 credit derivative 的书
1. Credit Risk: Models, Derivatives, and Management, Niklas Wagner (Editor), Chapman & Hall , 2008.
2. Understanding Credit Derivatives and Related Instruments (Academic Press Advanced Finance), by Antulio N. Bomfim, Academic Press, 2004 (NYU 的 finance 的 credit derivatives 的课本)
3. Credit Derivatives Pricing Models: Model, Pricing and Implementation, by Philipp J. Schönbucher and P.J. Schonbucher, Wiley, 2003
4. Credit Derivatives Handbook, Volume 1 and Volume 2, 2006 (两本简易的小册子,内容十分直观)
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