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Unformatted text preview: Hall, 2000.  D. Lando, Credit Risk Modeling , Princeton U. Press, 2004.  D. Lucas, L. Goodman, F. Fabozzi, Collateralized Debt Obligations: Struc-tures and Analysis , 2nd edition, John Wiley & Sons, 2006.  L Martellini and P. Priaulet, Fixed Income Securities , John Wiley and Sons, 2001.  S. Sundaresan, Fixed Income Markets and Their Derivatives , 2nd edition, Southwestern Publishers, 2002.  B. Tuckman, Fixed Income Securities , John Wiley and Sons, 1996. 1...
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