Brigo, D., Pallavicini, A., & Torresetti, R. (2010). Credit models and the crisis: A journey into CDOs, Copulas, correlations and dynamic models. John Wiley & Sons.

Brigo, Damiano, Andrea Pallavicini, and Roberto Torresetti. Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models. Chichester ; Hoboken, NJ: John Wiley & Sons, 2010.

Brigo, Damiano, et al. Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models. John Wiley & Sons, 2010.