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Credit Risk

Longstaff, Francis A & Schwartz, Eduardo S, 1995. " A Simple Approach to Valuing Risky Fixed and Floating Rate Debt," Journal of Finance, American Finance Association, vol. 50(3), pages 789-819.

Sub Prime Credit Crisis

Whalen, R. Chrisopher, The Subprime Crisis: Cause, Effect and Consequences (March 1, 2008). Networks Financial Institute Policy Brief No. 2008-PB-04


Turnbull, Stuart M., Crouhy, Michel and Jarrow, Robert A.,The Subprime Credit Crisis of 07(July 9, 2008).
Available at SSRN: http://ssrn.com/abstract=1112467

Ashcraft, Adam B. and Schuermann, Til,Understanding the Securitization of Subprime Mortgage Credit(March 2008). Wharton Financial Institutions Center Working Paper No. 07-43
Available at SSRN: http://ssrn.com/abstract=1071189

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