Reference textbook
1. Hull Options, Futures and Derivatives, 8th edition, Prentice Hall Pearson Education;
ISBN-10: 0273759078; ISBN-13: 978-0273759072
Other material
1. Bisias, Flood, Lo, Valavanis (2012) A survey of Systemic Risk Analytics, office of Financial Research, U.S. Department of the Treasury
2. Lando (2004) Credit Risk Modeling: theory and applications, Princeton Series in Finance