Credit derivatives: the definitive guide

Credit derivatives : the past, the present and the future / Robert Reoch

The determinant of credit spread returns / Jouke Hottinga and Machiel Zwanenburg

What's driving the default swap basis? / Viktor Hjort

What is the value of modified restructuring? / Alex Reyfman and Klaus Toft

The debt and equity linkage and the valuation of credit derivatives / Sean C. Keenan, Jorge R. Sobehart and Terry L. Benzschawel

Nth to default swaps and notes : all about default correlation / Douglas Lucas and Alberto Thomas

Portfolio credit risk models / Greg M. Gupton

Credit derivatives as an efficient way of transitioning to optimal portfolios / Alla Gil

Overview of the CDO market / Eileen Murphy

Synthetic securitisation and structured portfolio credit derivatives / Paul Hawkins

Integrating credit derivatives and securitisation technology : the collateralised synthetic obligation / Moorad Choudhury

Considerations for dynamic and static, cash and synthetic collateralised debt obligations / Alexander Batchvarov, Jenna Collins and William Davies

CDOs of CDOs : art eating itself? / Darren Smith

Valuation and risk analysis of synthetic CDOs : a copula function approach / David X Li and Jure Skarabot

Extreme events and multi-name credit derivatives / Roy Marshal, Marco Naldi and Assaf Zeevi

Reduced-form models : curve construction and the pricing of credit swaps, options, and hybrids / Leif Andersen

Dynamite dynamics / Jesper Andreasen

Modelling and hedging of default risk / Monique Jeanblanc and Marek Rutkowski

ISDA's role in the credit derivatives marketplace / Louise Marshall

Credit linked notes / Rodanthy Tzani and Maria Leibholz

Using guarantees and credit derivatives to reduce credit risk captial requirements under the new Basel Capital Accord / Erik Heitfield.