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Interest Rate Models -- Theory and Practice: With Smile, Inflation and Credit, 2nd Edition
by Damiano Brigo and Fabio Mercurio, Springer, (May 19, 2006), Hardcover, 981 pages |  | Training Discounted for DefaultRisk.com visitors only:
The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion
by Philipp J. Schönbucher,
WBS Training, August 2003, DVD / Interactive CD-ROM | Sponsor:
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| | The CreditMetrics Package by Andreas Wittmann of February 16, 2008 Abstract: A set of functions for computing the CreditMetrics risk model. Download code: here. Download manual (177K PDF) 19 pages
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