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Privault, Nicolas.
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Probabilities -- 9.2 Stochastic Default -- 9.3 Defaultable Bonds -- 9.4 Credit Default Swaps -- 9.5 Exercises.
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Benth, Fred Espen.
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-- 4.1.1 Risk-neutral probabilities and the Esscher transform -- 4.1.2 The Esscher transform for some
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Huynh, Huu Tue.
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Event -- 1.2.3 Algebra of Events -- 1.2.4 Probability Axioms -- 1.2.5 Conditional Probabilities -- 1.2.6
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