http://www.defaultrisk.com/papers.htm is arguably the most comprehensive
online repository of preprints. There you will find also several
surveys.
Also, I like this
http://www.stanford.edu/dept/MSandE/people/faculty/giesecke/introduction.pdfas well as the book of Schoenbucher
(
http://www.defaultrisk.com/bk_cdpm.htm)
which now is a bit outdated, but still serves as a good intro.
Giuseppe
----- Original Message -----
From: Subhro Nandi
To:
[hidden email]
Sent: Wednesday, May 23, 2007 3:24 PM
Subject: Re: [Quantlib-users] QuantLib-users Digest, Vol 12, Issue 7
I am curently learning about credit derivatives. Would any of you have any
recomendation on any text book or other references?
Thanks.
-Nandi
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