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- Default Recovery Rates and Lgd in Credit Risk Modelling and PracticeEdward I. Altman
- A Guide to Modelling credit term StructuresAlexander Lipton and Andrew Rennie
- Statistical data mining procedures in generalized cox regressionsZhen Wei
- An Exposition Of CDS Market ModelsLutz Schloegl
- Single‐and Multi‐Name Credit Derivatives: Theory and PracticeAlexander Lipton and David Shelton
- Marshall‐Olkin Copula‐Based ModelsYoussef Elouerkhaoui
- Contagion Models in Credit RiskMark H. A. Davis
- Markov Chain Models of Portfolio Credit RiskTomasz R. Bielelcki, Stéphane Crépey, and Alexander Herbertsson
- Counterparty Risk in Credit Derivative ContractsJon Gregory
- Credit Value Adjustment in the Extended Structural Default ModelAlexander Lipton and Andrew Rennie
- Quantitative Aspects of the collapse of the parallel banking systemAlexander Batchvarov
- Home Price Derivatives and ModellingAlexander Levin
- A Valuation Model for ABS CdosJulian Manzano, Vladimir Kamotski, Umberto Pesavento, and Alexander Lipton