1. Credit Risk: Modeling, Valuation and Hedging;Bielecki,2002
2. Carling, K., Rönnegård, L., Roszbach, K., 2004. Is firm interdependence within industries important for portfolio credit risk? Working Paper 168, Sveriges Riksbank.
3. Common failings: How corporate defaults are correlated;Das;Journal of Finance,2007
4. Credit Risk: Pricing, Management, and Measurement;Duffie,2003
5. Egloff, D., Leippold, M., 2003. Portfolio credit risk with projection equivalent Markov chains. Technical report, University of Zurich.