7[4]Caouette JB., Altman El, and Narayanan P. Managing credit risk: The next great financial challenge [ M ]. New York: John Wiley & Sons,Inc. 1998.
8[5]Credit Suisse Financial Products. CreditRisk +: a credit risk management framework [ M ]. London: Credit Suisse Financial Products, 1997.
9[6]Duffle Darrell, Kenneth Singleton. An econometric model of the term structure of interest-rate swap yields[ J ]. Journal of Finance 52,1287～ 1321,1997.
10[7]Duffie Darrell, Kenneth Singleton. Modeling term structures of defaultable bond[J] .The Review of Financial Studies Special 12,687～ 720,1999.
