References
- Balakrishnan , N. and Basu , A. P. 1996 . Exponential distribution: theory, methods and applications , Ann Arbor , MI : CRC press .
- Bean , A. 2000 . Probability: the science of uncertainty with applications to investments, insurance, and engineering , Florence , KY : Brooks Cole .
- Billingsley , P. 1995 . Probability and measure , 3rd ed , Hoboken , NJ : Wiley .
- Bowers , N. L. , Gerber , H. U. , Hickman , J. C. , Jones , D. A. and Nesbitt , C. J. 1997 . Actuarial Mathematics , 2nd ed , Schaumburg , IL : Society of Actuaries .
- Brunnermeier , P. 2009 . Deciphering the liquidity and credit crunch 2007–2008 . Journal of Economic Perspectives , 23 : 77 – 100 .
- Chow , Y. S. and Teicher , H. 1997 . Probability theory: independence, interchangeability, martingales , 3rd ed , Berlin , , German : Springer .
- Chung , K. L. 2000 . A course in probability theory , 2nd ed , Salt Lake City : Academic Press .
- Coval , J. , Jurek , J. and Stafford , E. 2009 . The economics of structured finance . Journal of Economic Perspective , 23 : 3 – 25 .
- Crouhy , M. , Galai , D. and Mark , R. 2001 . Risk management , New York , NY : McGraw-Hill .
- Cunningham , R. , Herzog , T. and London , R. 2008 . Models for quantifying risk , 3rd ed , Hoboken , NJ : Wiley .
- Dickson , E. J. , Hardy , M. R. and Waters , H. R. 2009 . Actuarial mathematics for life contingent risk , Cambridge : Cambridge University Press .
- Dudewicz , D. C. and Mishra , S. N. 1988 . Modern mathematical statistics , Hoboken , NJ : Wiley .
- Feller , W. 1968 . An introduction to probability theory and its applications , 3rd ed , Vol. 1 , Hoboken : Wiley .
- Hassett , M. and Stewart , D. 2006 . Probability for risk management , 2nd ed , Winsted , CT : ACTEX Publications .
- He , S. W. , Wang , J. G. and Yeh , J. 1992 . Semimartingale theory and stochastic calculus , Ann Arbor , MI : CRC press .
- Hoel , P. G. , Port , S. C. and Stone , C. J. 1971 . Introduction to probability theory , Boston : Houghton .
- Hogg , R. V. , McKean , J. W. and Craig , A. T. 2005 . Introduction to mathematical statistics , 6th ed , Upper Saddle River , NJ : Prentice Hall .
- International Monetary Fund (IMF) . 2008 . Structured finance: issues of valuation and disclosure . IMF Global Financial Stability Report, Chapter 2, 54–84 .
- Klugman , S. A. , Panjer , H. H. and Willmot , G. E. 2009 . Loss models: from data to decisions , 3rd ed , Hoboken , NJ : Wiley .
- Loeve , M. 1977 . Probability theory , 4th ed , Vol. I & II , Berlin , , German : Springer .
- Maginn , J. L. , Tuttle , D. L. , McLeavey , D. W. and Pinto , J. E. 2007 . Managing investment portfolio , 3rd ed , Hoboken , NJ : Wiley .
- Meyer , P. A. and Dellacherie , C. 1975 . Probabilities & potential , Vol. A , Amsterdam , , Holland : North-Holland Publishing Company .
- Ross , S. 2003 . Introduction to probability models , 8th ed , Salt Lake City : Academic Press .
- Ross , S. 2009 . First course in probability , 8th ed , Upper Saddle River , NJ : Prentice Hall .
- Rotar , V. I. 2007 . Actuarial models: the mathematics of insurance , 2nd ed , New York , NY : Chapman & Hall/CRC .
- Shiryaev , A. N. 1984 . Probability , 2nd ed , Berlin , , Germany : Springer .
- Shreve , S. 2005 . Stochastic calculus for finance II: continuous-time model , Berlin , , Germany : Springer .