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Financial Makets Bibliography

McKinsey_Future of Bank Risk Mgmt

Reconstructing A Function From Its Gradient

interest rate model- an introduction Slides10.3

Default Correlation An empirical approach

Validating Default Probabilities

CORRELATION AND DEPENDENCE IN RISK MANAGEMENT

Asset Pricing in the Derivatives Market

Sall Vibrato And Automatic Differentiation For Sensitivities Of Financial Options

Khanna. Forecasting Missing Values with Time-Varying Density Models for Credit Curves

Picoult_Evan Measuring and Dynamically Hedging Counterparty Credit Exposure and Risk

Giles Vibrato Monte Carlo sensitivities

John Carpenter, Bank of America, Introduction to CVA, DVA, FVA, UNC Charlotte Math Finance Seminar Series, 2014